-18.2%
APTV vs VFC
-70.6%
+52.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.9% | +3.5% |
| 7D | -1.8% | -4.0% | +2.2% | -0.2% |
| 30D | -7.9% | -14.6% | +6.7% | -1.9% |
| 3M | -29.9% | -23.1% | -6.8% | -23.1% |
| 6M | -36.6% | -25.2% | -11.3% | -30.0% |
| YTD | -40.0% | -29.5% | -10.5% | -32.4% |
| 1Y | -44.0% | -14.4% | -29.6% | -42.5% |
| 3Y | -54.5% | -28.7% | -25.8% | -57.7% |
| 5Y | -68.8% | -79.1% | +10.3% | -43.1% |
| All | -18.2% | -70.6% | +52.4% | +26.9% |
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