-25.6%
APTV vs VT
+224.4%
-250.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -2.2% |
| 7D | -8.9% | -0.7% | -8.2% | -8.0% |
| 30D | -9.5% | -1.7% | -7.8% | -7.1% |
| 3M | -20.6% | -2.3% | -18.3% | -17.8% |
| 6M | -28.9% | +1.5% | -30.4% | -30.8% |
| YTD | -48.2% | +12.0% | -60.3% | -56.9% |
| 1Y | -51.7% | +12.9% | -64.6% | -60.2% |
| 3Y | -48.1% | +74.9% | -123.0% | -78.4% |
| 5Y | -76.7% | +59.9% | -136.6% | -88.4% |
| 10Y | -25.6% | +224.6% | -250.3% | -86.6% |
| All | -25.6% | +224.4% | -250.0% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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