+1,678.9%
VRT vs APH
+565.0%
+1,113.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.3% | -4.7% | -5.3% |
| 7D | -28.1% | -12.7% | -15.4% | -17.6% |
| 30D | -30.2% | -19.2% | -11.0% | -13.7% |
| 3M | -36.4% | -16.7% | -19.7% | -23.7% |
| 6M | -48.2% | +5.1% | -53.3% | -51.2% |
| YTD | +9.2% | +6.6% | +2.6% | -3.2% |
| 1Y | -7.2% | +3.9% | -11.1% | -15.2% |
| 3Y | +338.7% | +246.0% | +92.7% | +40.7% |
| 5Y | +542.8% | +268.0% | +274.9% | +100.2% |
| All | +1,678.9% | +565.0% | +1,113.9% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling