-26.7%
APTV vs VT
+217.6%
-244.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.1% |
| 7D | -4.3% | -0.1% | -4.1% | -4.1% |
| 30D | -9.7% | -3.1% | -6.6% | -5.3% |
| 3M | -20.6% | -3.5% | -17.1% | -16.2% |
| 6M | -31.7% | +0.5% | -32.2% | -32.4% |
| YTD | -48.0% | +10.8% | -58.8% | -56.0% |
| 1Y | -52.1% | +11.9% | -64.0% | -60.0% |
| 3Y | -47.9% | +73.0% | -120.9% | -77.9% |
| 5Y | -76.9% | +58.6% | -135.5% | -88.4% |
| 10Y | -26.7% | +219.2% | -245.9% | -86.4% |
| All | -26.7% | +217.6% | -244.4% | -86.4% |
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