-18.4%
APTV vs VSH
+196.4%
-214.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.5% | -3.3% |
| 7D | -5.0% | +4.8% | -9.8% | -7.3% |
| 30D | -6.1% | -0.7% | -5.4% | -6.3% |
| 3M | -33.0% | -43.1% | +10.1% | -16.2% |
| 6M | -35.2% | +91.8% | -127.0% | -61.0% |
| YTD | -40.1% | +131.6% | -171.8% | -68.5% |
| 1Y | -45.6% | +118.1% | -163.7% | -70.9% |
| 3Y | -54.4% | +40.9% | -95.3% | -70.2% |
| 5Y | -68.9% | +75.8% | -144.7% | -82.9% |
| All | -18.4% | +196.4% | -214.8% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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