-28.3%
APTV vs VFC
-48.6%
+20.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.4% |
| 7D | -1.7% | +1.6% | -3.4% | -2.4% |
| 30D | -11.6% | +25.5% | -37.1% | -19.4% |
| 3M | -21.2% | +41.3% | -62.5% | -31.7% |
| 6M | -28.5% | +22.2% | -50.7% | -35.2% |
| YTD | -49.1% | +16.4% | -65.5% | -53.3% |
| 1Y | -52.2% | +38.4% | -90.6% | -59.3% |
| 3Y | -48.6% | +56.2% | -104.8% | -65.1% |
| 5Y | -77.3% | -68.2% | -9.1% | -64.5% |
| All | -28.3% | -48.6% | +20.3% | -7.9% |
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