+23.6%
VRT vs APD
+25.0%
-1.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +10.5% | +3.8% | +6.7% | +9.9% |
| 30D | -9.3% | +8.2% | -17.5% | -10.3% |
| 3M | -29.6% | +4.3% | -33.9% | -30.0% |
| 6M | -45.4% | +4.7% | -50.1% | -46.5% |
| YTD | +24.8% | +31.5% | -6.7% | +17.7% |
| 1Y | +23.6% | +23.5% | +0.1% | +18.4% |
| All | +23.6% | +25.0% | -1.4% | +18.4% |
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