+1,024.4%
VRT vs APTV
-69.4%
+1,093.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.6% | +8.3% | +6.0% |
| 7D | +13.6% | +2.0% | +11.7% | +12.4% |
| 30D | +6.8% | -7.7% | +14.5% | +10.8% |
| 3M | -3.2% | -34.0% | +30.8% | +17.9% |
| 6M | +20.3% | -37.1% | +57.4% | +47.8% |
| YTD | +79.6% | -39.9% | +119.5% | +122.9% |
| 1Y | +139.0% | -44.4% | +183.4% | +209.2% |
| 3Y | +644.6% | -54.5% | +699.1% | +931.9% |
| 5Y | +1,024.4% | -69.1% | +1,093.5% | +1,859.4% |
| All | +1,024.4% | -69.4% | +1,093.8% | +1,859.4% |
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