+1,917.9%
VRT vs APA
+25.2%
+1,892.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | -10.6% | -8.7% | -1.9% | -9.0% |
| 30D | -17.4% | -2.4% | -15.0% | -17.0% |
| 3M | -26.4% | +19.0% | -45.4% | -29.0% |
| 6M | -41.0% | +26.8% | -67.8% | -44.1% |
| YTD | +23.8% | +87.3% | -63.5% | +7.2% |
| 1Y | +11.6% | +92.3% | -80.7% | -4.1% |
| 3Y | +403.5% | +37.3% | +366.2% | +345.5% |
| 5Y | +647.0% | +73.2% | +573.9% | +523.3% |
| All | +1,917.9% | +25.2% | +1,892.7% | +1,137.2% |
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