-3.7%
APA vs VTRS
-48.4%
+44.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.1% |
| 7D | +4.6% | -2.2% | +6.8% | +5.4% |
| 30D | +11.9% | +3.3% | +8.6% | +10.4% |
| 3M | +22.5% | +2.0% | +20.5% | +20.7% |
| 6M | +37.5% | +19.9% | +17.6% | +24.9% |
| YTD | +87.2% | +35.7% | +51.4% | +60.6% |
| 1Y | +101.4% | +68.1% | +33.3% | +56.9% |
| 3Y | +16.9% | +87.1% | -70.2% | -16.5% |
| 5Y | +178.4% | +47.6% | +130.8% | +111.1% |
| All | -3.7% | -48.4% | +44.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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