+219.2%
VT vs APTV
-25.9%
+245.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.1% | -4.3% | +4.1% | +1.0% |
| 30D | -3.1% | -9.7% | +6.6% | -0.6% |
| 3M | -3.5% | -20.6% | +17.1% | +2.2% |
| 6M | +0.5% | -31.7% | +32.2% | +9.3% |
| YTD | +10.8% | -48.0% | +58.8% | +28.7% |
| 1Y | +11.9% | -52.1% | +64.0% | +32.8% |
| 3Y | +73.0% | -47.9% | +120.9% | +93.7% |
| 5Y | +58.6% | -76.9% | +135.5% | +117.0% |
| 10Y | +219.2% | -26.7% | +245.9% | +215.6% |
| All | +219.2% | -25.9% | +245.1% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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