+545.6%
VTV vs APTV
+173.4%
+372.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.3% | +0.3% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -0.5% | -10.6% | +10.2% | +2.2% |
| 3M | +5.3% | -35.0% | +40.3% | +16.3% |
| 6M | +12.9% | -38.9% | +51.8% | +25.5% |
| YTD | +18.5% | -41.5% | +60.0% | +32.6% |
| 1Y | +25.3% | -45.8% | +71.1% | +42.8% |
| 3Y | +68.2% | -55.7% | +123.9% | +95.6% |
| 5Y | +80.6% | -70.1% | +150.7% | +125.8% |
| 10Y | +232.9% | -19.1% | +252.0% | +186.4% |
| All | +545.6% | +173.4% | +372.2% | +253.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling