+1,855.0%
VRT vs APH
+642.2%
+1,212.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.2% |
| 7D | -17.7% | -5.0% | -12.7% | -12.7% |
| 30D | -20.0% | -8.4% | -11.6% | -11.9% |
| 3M | -28.1% | -4.5% | -23.6% | -23.9% |
| 6M | -42.8% | +25.3% | -68.1% | -54.2% |
| YTD | +20.0% | +18.9% | +1.0% | -3.9% |
| 1Y | +3.5% | +11.9% | -8.4% | -11.4% |
| 3Y | +366.1% | +278.0% | +88.2% | +37.4% |
| 5Y | +632.2% | +306.4% | +325.7% | +107.2% |
| All | +1,855.0% | +642.2% | +1,212.8% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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