+688.8%
VRT vs APD
+15.4%
+673.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +18.6% | +2.2% | +16.5% | +17.3% |
| 30D | -11.7% | +9.4% | -21.1% | -16.0% |
| 3M | -27.3% | +4.7% | -32.0% | -29.3% |
| 6M | -42.9% | +5.5% | -48.4% | -45.2% |
| YTD | +29.5% | +31.4% | -1.9% | +8.7% |
| 1Y | +21.0% | +24.1% | -3.1% | +4.6% |
| 3Y | +403.1% | +28.8% | +374.3% | +309.5% |
| 5Y | +688.8% | +15.8% | +673.1% | +436.1% |
| All | +688.8% | +15.4% | +673.4% | +436.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling