+2,723.0%
VRT vs APD
+127.1%
+2,595.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.8% |
| 7D | +9.1% | -2.2% | +11.3% | +10.1% |
| 30D | +0.9% | +2.1% | -1.2% | -0.2% |
| 3M | -13.4% | +7.2% | -20.6% | -16.7% |
| 6M | +11.7% | +11.2% | +0.4% | +5.7% |
| YTD | +73.2% | +24.4% | +48.8% | +55.5% |
| 1Y | +123.4% | +6.7% | +116.8% | +113.4% |
| 3Y | +606.2% | +9.2% | +596.9% | +556.1% |
| 5Y | +899.9% | +27.4% | +872.5% | +755.3% |
| All | +2,723.0% | +127.1% | +2,595.9% | +2,094.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling