+688.8%
VRT vs APH
+300.5%
+388.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.1% |
| 7D | +18.6% | +11.1% | +7.5% | +5.3% |
| 30D | -11.7% | -7.3% | -4.4% | -2.4% |
| 3M | -27.3% | -6.2% | -21.1% | -21.2% |
| 6M | -42.9% | +24.9% | -67.8% | -56.7% |
| YTD | +29.5% | +18.4% | +11.1% | -5.6% |
| 1Y | +21.0% | +13.0% | +8.1% | -5.6% |
| 3Y | +403.1% | +276.4% | +126.7% | -25.1% |
| 5Y | +688.8% | +296.4% | +392.4% | +4.6% |
| All | +688.8% | +300.5% | +388.3% | +4.6% |
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