+1,290.9%
VFC vs APD
+6,318.0%
-5,027.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | +7.7% | -1.6% | +9.3% | +8.4% |
| 30D | +39.2% | +10.6% | +28.6% | +33.3% |
| 3M | +40.3% | +2.5% | +37.8% | +38.8% |
| 6M | +11.4% | +6.0% | +5.4% | +8.0% |
| YTD | +17.5% | +28.4% | -10.9% | +3.9% |
| 1Y | +45.9% | +22.2% | +23.7% | +32.0% |
| 3Y | +47.3% | +26.6% | +20.8% | +31.5% |
| 5Y | -67.2% | +11.8% | -79.0% | -69.4% |
| 10Y | -46.1% | +187.8% | -233.9% | -65.7% |
| All | +1,290.9% | +6,318.0% | -5,027.1% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling