+23.6%
VRT vs APH
+11.6%
+12.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.3% |
| 7D | +10.5% | +4.9% | +5.6% | +6.8% |
| 30D | -9.3% | -5.4% | -3.9% | -4.5% |
| 3M | -29.6% | -5.5% | -24.1% | -25.7% |
| 6M | -45.4% | +25.9% | -71.3% | -50.7% |
| YTD | +24.8% | +16.4% | +8.5% | +1.3% |
| 1Y | +23.6% | +16.5% | +7.1% | +0.5% |
| All | +23.6% | +11.6% | +12.0% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling