+146.4%
VXUS vs APA
-0.7%
+147.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.6% |
| 7D | +1.6% | -1.7% | +3.3% | +1.8% |
| 30D | +1.0% | +15.7% | -14.7% | -0.9% |
| 3M | +5.7% | +16.5% | -10.8% | +3.3% |
| 6M | +13.6% | +35.1% | -21.5% | +8.1% |
| YTD | +17.4% | +82.2% | -64.8% | +7.0% |
| 1Y | +25.1% | +102.5% | -77.4% | +11.9% |
| 3Y | +75.8% | +10.3% | +65.5% | +66.7% |
| 5Y | +55.4% | +166.1% | -110.7% | +27.1% |
| 10Y | +146.4% | -4.9% | +151.3% | +95.5% |
| All | +146.4% | -0.7% | +147.1% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling