-50.2%
VFC vs APD
+191.6%
-241.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.2% |
| 7D | -1.4% | +2.2% | -3.6% | -2.7% |
| 30D | +24.6% | +9.4% | +15.2% | +18.0% |
| 3M | +38.4% | +4.7% | +33.8% | +34.6% |
| 6M | +15.3% | +5.5% | +9.8% | +10.7% |
| YTD | +12.7% | +31.4% | -18.7% | -7.3% |
| 1Y | +32.7% | +24.1% | +8.6% | +13.2% |
| 3Y | +43.7% | +28.8% | +14.9% | +19.2% |
| 5Y | -69.2% | +15.8% | -84.9% | -73.3% |
| All | -50.2% | +191.6% | -241.8% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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