+88.0%
VTR vs APD
+25.2%
+62.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -2.9% | -4.6% | +1.7% | -1.7% |
| 30D | -2.8% | -4.2% | +1.4% | -1.7% |
| 3M | +9.0% | +5.0% | +4.0% | +7.2% |
| 6M | +5.0% | +8.9% | -4.0% | +2.1% |
| YTD | +16.9% | +21.9% | -5.0% | +9.8% |
| 1Y | +34.3% | +5.6% | +28.7% | +31.3% |
| 3Y | +131.6% | +6.9% | +124.7% | +121.8% |
| 5Y | +88.0% | +25.3% | +62.6% | +60.8% |
| All | +88.0% | +25.2% | +62.8% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling