+581.9%
VTRS vs APD
+6,115.6%
-5,533.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +3.3% | -2.2% | +5.5% | +4.1% |
| 30D | -3.6% | +2.1% | -5.7% | -4.4% |
| 3M | +7.0% | +7.2% | -0.2% | +4.0% |
| 6M | +17.5% | +11.2% | +6.2% | +12.4% |
| YTD | +38.8% | +24.4% | +14.4% | +27.7% |
| 1Y | +69.2% | +6.7% | +62.5% | +63.1% |
| 3Y | +77.5% | +9.2% | +68.2% | +66.6% |
| 5Y | +39.9% | +27.4% | +12.5% | +23.3% |
| 10Y | -47.1% | +164.8% | -211.9% | -64.4% |
| All | +581.9% | +6,115.6% | -5,533.8% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling