+2,723.0%
VRT vs APH
+667.3%
+2,055.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +3.6% |
| 7D | +9.1% | +5.0% | +4.2% | +4.3% |
| 30D | +0.9% | -3.9% | +4.8% | +4.5% |
| 3M | -13.4% | +13.0% | -26.3% | -23.3% |
| 6M | +11.7% | +25.2% | -13.5% | -12.1% |
| YTD | +73.2% | +22.9% | +50.3% | +32.6% |
| 1Y | +123.4% | +47.8% | +75.6% | +42.3% |
| 3Y | +606.2% | +283.0% | +323.1% | +102.5% |
| 5Y | +899.9% | +349.7% | +550.2% | +160.0% |
| All | +2,723.0% | +667.3% | +2,055.8% | +404.3% |
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