+647.0%
VRT vs APH
+313.0%
+334.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.2% | +1.4% | +0.4% |
| 7D | -10.6% | +1.1% | -11.7% | -10.8% |
| 30D | -17.4% | -7.5% | -9.9% | -8.6% |
| 3M | -26.4% | -4.4% | -21.9% | -21.8% |
| 6M | -41.0% | +26.5% | -67.5% | -56.3% |
| YTD | +23.8% | +20.0% | +3.8% | -11.0% |
| 1Y | +11.6% | +16.9% | -5.2% | -16.6% |
| 3Y | +403.5% | +288.5% | +115.0% | -27.8% |
| 5Y | +647.0% | +310.3% | +336.8% | -3.8% |
| All | +647.0% | +313.0% | +334.1% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling