-20.9%
VST vs APA
+94.6%
-115.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.3% |
| 7D | +8.9% | +0.5% | +8.4% | +8.9% |
| 30D | +6.2% | +23.4% | -17.2% | +7.7% |
| 3M | -2.7% | +12.7% | -15.4% | -1.9% |
| 6M | -8.4% | +39.4% | -47.8% | -7.4% |
| YTD | -7.2% | +79.0% | -86.2% | -7.0% |
| 1Y | -20.9% | +88.8% | -109.7% | -22.9% |
| All | -20.9% | +94.6% | -115.5% | -22.9% |
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