+1,917.9%
VRT vs APD
+134.5%
+1,783.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +8.8% |
| 7D | -10.6% | -1.6% | -9.0% | -9.9% |
| 30D | -17.4% | +10.6% | -28.0% | -21.0% |
| 3M | -26.4% | +2.5% | -28.9% | -27.4% |
| 6M | -41.0% | +6.0% | -47.0% | -43.0% |
| YTD | +23.8% | +28.4% | -4.6% | +9.5% |
| 1Y | +11.6% | +22.2% | -10.5% | +0.5% |
| 3Y | +403.5% | +26.6% | +376.9% | +338.1% |
| 5Y | +647.0% | +11.8% | +635.3% | +559.8% |
| All | +1,917.9% | +134.5% | +1,783.4% | +1,445.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling