+13.8%
VRT vs APD
+36.4%
-22.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.9% | -14.8% | -12.9% |
| 7D | -15.4% | +3.8% | -19.2% | -15.4% |
| 30D | -19.0% | +14.1% | -33.1% | -19.5% |
| 3M | -23.8% | +8.2% | -32.0% | -24.1% |
| 6M | -37.9% | +7.5% | -45.4% | -39.0% |
| YTD | +27.0% | +31.7% | -4.7% | +26.6% |
| 1Y | +13.8% | +35.1% | -21.3% | +16.9% |
| All | +13.8% | +36.4% | -22.6% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling