+361.8%
VRT vs APD
+11.7%
+350.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | -21.4% | -3.7% | -17.7% | -20.6% |
| 30D | -25.8% | +9.6% | -35.4% | -27.7% |
| 3M | -33.5% | +1.6% | -35.2% | -34.0% |
| 6M | -49.0% | +2.2% | -51.2% | -49.7% |
| YTD | +12.9% | +25.9% | -12.9% | +4.8% |
| 1Y | 0.0% | +20.1% | -20.1% | -6.1% |
| 3Y | +361.8% | +12.4% | +349.4% | +354.4% |
| All | +361.8% | +11.7% | +350.1% | +354.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling