-68.8%
VFC vs APD
+161.1%
-229.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.1% |
| 7D | +0.8% | -2.5% | +3.3% | +2.4% |
| 30D | -11.9% | -1.9% | -10.1% | -10.9% |
| 3M | -20.2% | +8.2% | -28.4% | -24.5% |
| 6M | -23.0% | +10.7% | -33.7% | -28.9% |
| YTD | -26.2% | +22.9% | -49.1% | -36.7% |
| 1Y | -13.3% | +5.8% | -19.1% | -18.5% |
| 3Y | -25.5% | +7.8% | -33.2% | -31.5% |
| 5Y | -78.1% | +26.1% | -104.2% | -82.1% |
| 10Y | -68.8% | +163.7% | -232.5% | -83.5% |
| All | -68.8% | +161.1% | -229.9% | -83.5% |
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