+619.5%
VRT vs APA
+5.6%
+613.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.2% | +7.5% | +4.9% |
| 7D | +9.1% | +0.5% | +8.6% | +8.9% |
| 30D | +0.9% | +23.4% | -22.5% | -3.2% |
| 3M | -13.4% | +12.7% | -26.1% | -15.8% |
| 6M | +11.7% | +39.4% | -27.7% | +0.5% |
| YTD | +73.2% | +79.0% | -5.7% | +44.5% |
| 1Y | +123.4% | +88.8% | +34.6% | +81.3% |
| All | +619.5% | +5.6% | +613.9% | +431.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling