-34.9%
VST vs APA
+107.6%
-142.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -6.9% | -7.0% | -14.5% |
| 7D | -15.7% | -13.0% | -2.8% | -17.1% |
| 30D | -17.0% | +2.0% | -19.0% | -16.2% |
| 3M | -15.9% | +24.9% | -40.8% | -12.1% |
| 6M | -25.0% | +7.2% | -32.2% | -23.8% |
| YTD | -25.1% | +87.1% | -112.2% | -13.3% |
| 1Y | -34.9% | +107.2% | -142.0% | -23.2% |
| All | -34.9% | +107.6% | -142.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling