+327.8%
VWO vs APA
+3.3%
+324.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -0.8% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | +1.3% | +15.7% | -14.5% | -2.7% |
| 3M | +5.1% | +16.5% | -11.4% | +0.2% |
| 6M | +12.5% | +35.1% | -22.6% | +1.7% |
| YTD | +14.0% | +82.2% | -68.2% | -5.4% |
| 1Y | +19.7% | +102.5% | -82.7% | -4.4% |
| 3Y | +66.8% | +10.3% | +56.5% | +49.4% |
| 5Y | +36.2% | +166.1% | -129.9% | -13.2% |
| 10Y | +111.0% | -4.9% | +115.9% | +37.5% |
| All | +327.8% | +3.3% | +324.5% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling