-50.0%
VTRS vs APD
+166.7%
-216.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.1% |
| 7D | -2.2% | -3.3% | +1.1% | -0.9% |
| 30D | +3.3% | -4.2% | +7.5% | +5.0% |
| 3M | +2.0% | +5.4% | -3.5% | -0.7% |
| 6M | +19.9% | +6.3% | +13.7% | +16.0% |
| YTD | +35.7% | +20.3% | +15.4% | +24.6% |
| 1Y | +68.1% | +1.6% | +66.5% | +64.6% |
| 3Y | +87.1% | +4.0% | +83.1% | +77.5% |
| 5Y | +47.6% | +23.3% | +24.3% | +26.5% |
| All | -50.0% | +166.7% | -216.6% | -72.1% |
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