+29.3%
VCIT vs APTV
-19.3%
+48.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.1% |
| 7D | +0.1% | +2.0% | -1.9% | 0.0% |
| 30D | -0.8% | -7.7% | +6.9% | -0.5% |
| 3M | -0.5% | -34.0% | +33.5% | +0.8% |
| 6M | -1.4% | -37.1% | +35.7% | 0.0% |
| YTD | -0.8% | -39.9% | +39.1% | +0.7% |
| 1Y | +0.3% | -44.4% | +44.7% | +2.1% |
| 3Y | +19.2% | -54.5% | +73.7% | +21.5% |
| 5Y | +3.6% | -69.1% | +72.7% | +6.1% |
| 10Y | +29.3% | -20.0% | +49.3% | +28.0% |
| All | +29.3% | -19.3% | +48.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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