+2,723.0%
VRT vs APTV
-48.9%
+2,772.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +2.9% |
| 7D | +9.1% | +4.8% | +4.3% | +6.8% |
| 30D | +0.9% | +2.0% | -1.1% | -0.3% |
| 3M | -13.4% | -34.2% | +20.9% | +4.4% |
| 6M | +11.7% | -34.7% | +46.4% | +32.8% |
| YTD | +73.2% | -37.0% | +110.2% | +107.3% |
| 1Y | +123.4% | -40.4% | +163.8% | +174.0% |
| 3Y | +606.2% | -54.1% | +660.3% | +837.5% |
| 5Y | +899.9% | -68.0% | +967.9% | +1,450.0% |
| All | +2,723.0% | -48.9% | +2,772.0% | +2,559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling