+2,545.5%
VRT vs APTV
-52.6%
+2,598.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.7% | -6.9% | -8.4% |
| 7D | +2.4% | -1.2% | +3.6% | +3.0% |
| 30D | -2.7% | -10.6% | +8.0% | +2.4% |
| 3M | -9.2% | -35.0% | +25.8% | +9.8% |
| 6M | -0.5% | -38.9% | +38.4% | +22.0% |
| YTD | +62.3% | -41.5% | +103.8% | +101.1% |
| 1Y | +109.6% | -45.8% | +155.4% | +168.9% |
| 3Y | +573.1% | -55.7% | +628.8% | +806.0% |
| 5Y | +953.6% | -70.1% | +1,023.8% | +1,584.9% |
| All | +2,545.5% | -52.6% | +2,598.1% | +2,479.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 10y: compounded portfolio wealth divided by compounded APTV 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…
10y analysis · Full analysis span regression · 6 months rolling