+361.8%
VRT vs APLD
+185.8%
+176.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.7% | -6.3% | +1.4% |
| 7D | -21.4% | -12.7% | -8.6% | -18.8% |
| 30D | -25.8% | -34.7% | +8.9% | -18.8% |
| 3M | -33.5% | -46.1% | +12.6% | -24.4% |
| 6M | -49.0% | -64.9% | +15.8% | -37.8% |
| YTD | +12.9% | -36.6% | +49.5% | +21.1% |
| 1Y | 0.0% | -50.0% | +50.0% | +10.6% |
| 3Y | +361.8% | +190.1% | +171.7% | +261.9% |
| All | +361.8% | +185.8% | +176.0% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 3y: compounded portfolio wealth divided by compounded APLD 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…
3y analysis · Full analysis span regression · 6 months rolling