+183.8%
VXUS vs APA
-49.2%
+233.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +2.2% | +23.4% | -21.2% | -1.4% |
| 3M | +3.0% | +12.7% | -9.7% | +0.5% |
| 6M | +10.7% | +39.4% | -28.8% | +3.3% |
| YTD | +17.8% | +79.0% | -61.1% | +5.1% |
| 1Y | +27.6% | +88.8% | -61.2% | +12.1% |
| 3Y | +73.3% | +6.4% | +66.9% | +63.1% |
| 5Y | +54.3% | +153.0% | -98.7% | +19.5% |
| 10Y | +149.8% | +7.5% | +142.3% | +91.1% |
| All | +183.8% | -49.2% | +233.0% | +188.5% |
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