+1,855.0%
VRT vs APD
+136.9%
+1,718.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -17.7% | -0.2% | -17.5% | -17.5% |
| 30D | -20.0% | +11.0% | -31.0% | -23.6% |
| 3M | -28.1% | +2.0% | -30.1% | -28.9% |
| 6M | -42.8% | +7.1% | -49.9% | -45.0% |
| YTD | +20.0% | +29.8% | -9.8% | +5.6% |
| 1Y | +3.5% | +24.0% | -20.5% | -7.4% |
| 3Y | +366.1% | +27.2% | +338.9% | +304.9% |
| 5Y | +632.2% | +12.8% | +619.4% | +544.1% |
| All | +1,855.0% | +136.9% | +1,718.0% | +1,390.3% |
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