+160.2%
VXUS vs APA
-46.7%
+206.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | -1.8% | -15.5% | +13.7% | +0.7% |
| 30D | -4.6% | +2.4% | -7.0% | -5.1% |
| 3M | -6.1% | +22.8% | -28.9% | -9.6% |
| 6M | -4.9% | +17.9% | -22.8% | -8.3% |
| YTD | +8.1% | +87.7% | -79.6% | -4.7% |
| 1Y | +12.1% | +94.2% | -82.1% | -1.9% |
| 3Y | +63.9% | +27.2% | +36.7% | +49.3% |
| 5Y | +43.1% | +74.1% | -31.0% | +18.7% |
| 10Y | +139.2% | +2.6% | +136.6% | +87.7% |
| All | +160.2% | -46.7% | +206.9% | +161.6% |
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