+631.1%
VRT vs APTV
-77.1%
+708.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.7% |
| 7D | -17.7% | -4.3% | -13.4% | -16.0% |
| 30D | -20.0% | -9.7% | -10.3% | -16.2% |
| 3M | -28.1% | -20.6% | -7.5% | -19.8% |
| 6M | -42.8% | -31.7% | -11.1% | -32.6% |
| YTD | +20.0% | -48.0% | +68.0% | +60.1% |
| 1Y | +3.5% | -52.1% | +55.6% | +44.6% |
| 3Y | +366.1% | -47.9% | +414.0% | +470.0% |
| All | +631.1% | -77.1% | +708.2% | +1,381.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling