-70.1%
APTV vs VFC
-78.7%
+8.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.9% |
| 7D | -1.2% | -2.3% | +1.2% | -0.3% |
| 30D | -10.6% | -13.4% | +2.7% | -6.3% |
| 3M | -35.0% | -23.7% | -11.3% | -29.5% |
| 6M | -38.9% | -24.5% | -14.4% | -33.8% |
| YTD | -41.5% | -27.8% | -13.7% | -35.8% |
| 1Y | -45.8% | -13.5% | -32.4% | -44.6% |
| 3Y | -55.7% | -27.1% | -28.6% | -57.2% |
| 5Y | -70.1% | -79.0% | +8.9% | -33.5% |
| All | -70.1% | -78.7% | +8.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling