-28.2%
APTV vs VFC
-50.3%
+22.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.4% | -0.4% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | -12.3% | +24.6% | -37.0% | -19.9% |
| 3M | -19.9% | +38.4% | -58.4% | -30.0% |
| 6M | -29.4% | +15.3% | -44.7% | -34.5% |
| YTD | -49.0% | +12.7% | -61.7% | -52.6% |
| 1Y | -53.1% | +32.7% | -85.8% | -59.3% |
| 3Y | -48.9% | +43.7% | -92.6% | -63.9% |
| 5Y | -77.2% | -69.2% | -8.1% | -63.9% |
| All | -28.2% | -50.3% | +22.0% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling