-25.5%
VFC vs APD
+9.1%
-34.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +2.9% |
| 7D | -1.6% | -2.2% | +0.6% | -0.4% |
| 30D | -11.6% | +2.1% | -13.7% | -12.7% |
| 3M | -18.1% | +7.2% | -25.3% | -21.7% |
| 6M | -27.4% | +11.2% | -38.6% | -32.8% |
| YTD | -24.8% | +24.4% | -49.2% | -35.8% |
| 1Y | -8.2% | +6.7% | -14.9% | -13.1% |
| All | -25.5% | +9.1% | -34.7% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling