-46.5%
APTV vs VFC
+52.5%
-99.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.4% | +0.2% | +3.0% |
| 7D | -1.9% | +21.5% | -23.3% | -8.9% |
| 30D | -1.4% | +46.7% | -48.1% | -15.0% |
| 3M | -9.3% | +38.4% | -47.7% | -20.1% |
| 6M | -27.3% | +15.2% | -42.6% | -32.2% |
| YTD | -43.1% | +17.8% | -61.0% | -48.3% |
| 1Y | -46.5% | +55.6% | -102.1% | -58.0% |
| All | -46.5% | +52.5% | -99.0% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling