+61.4%
VWO vs APA
+11.9%
+49.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | -0.3% | +9.6% | -9.9% | -0.8% |
| 3M | +4.0% | +18.0% | -14.0% | +3.0% |
| 6M | +8.1% | +41.9% | -33.8% | +4.4% |
| YTD | +11.6% | +86.3% | -74.7% | +4.3% |
| 1Y | +16.2% | +97.9% | -81.6% | +7.5% |
| All | +61.4% | +11.9% | +49.6% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling