+97.3%
VTR vs APD
+168.7%
-71.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | -1.8% | -3.5% | +1.7% | -0.4% |
| 30D | +4.0% | -5.1% | +9.1% | +6.2% |
| 3M | +7.8% | +6.9% | +1.0% | +4.3% |
| 6M | +6.4% | +8.1% | -1.7% | +2.2% |
| YTD | +18.3% | +21.2% | -2.9% | +7.7% |
| 1Y | +33.9% | +4.9% | +29.1% | +28.9% |
| 3Y | +134.3% | +6.3% | +128.0% | +116.9% |
| 5Y | +90.3% | +24.3% | +66.0% | +57.5% |
| All | +97.3% | +168.7% | -71.4% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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