+1,255.6%
VFC vs APD
+6,189.3%
-4,933.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +0.8% |
| 7D | +11.2% | -3.7% | +14.9% | +13.0% |
| 30D | +41.5% | +9.6% | +31.9% | +36.1% |
| 3M | +38.9% | +1.6% | +37.3% | +38.0% |
| 6M | +6.1% | +2.2% | +4.0% | +4.6% |
| YTD | +14.5% | +25.9% | -11.3% | +2.2% |
| 1Y | +46.0% | +20.1% | +25.8% | +33.0% |
| 3Y | +36.4% | +12.4% | +24.0% | +27.3% |
| 5Y | -67.5% | +11.1% | -78.7% | -69.7% |
| 10Y | -45.8% | +190.1% | -236.0% | -65.7% |
| All | +1,255.6% | +6,189.3% | -4,933.7% | +157.7% |
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