-49.0%
VRT vs APA
+14.6%
-63.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.8% | +3.6% |
| 7D | -21.4% | -15.5% | -5.8% | -23.5% |
| 30D | -25.8% | +2.4% | -28.2% | -24.6% |
| 3M | -33.5% | +22.8% | -56.3% | -30.2% |
| 6M | -49.0% | +17.9% | -67.0% | -45.2% |
| All | -49.0% | +14.6% | -63.6% | -45.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling