+1,205.2%
VST vs APA
+0.9%
+1,204.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.3% |
| 7D | -0.5% | -8.7% | +8.2% | +1.5% |
| 30D | -17.1% | -2.4% | -14.7% | -16.6% |
| 3M | -4.6% | +19.0% | -23.6% | -8.2% |
| 6M | -9.1% | +26.8% | -35.9% | -14.2% |
| YTD | -16.6% | +87.3% | -104.0% | -28.6% |
| 1Y | -29.5% | +92.3% | -121.8% | -40.2% |
| 3Y | +297.5% | +37.3% | +260.3% | +250.6% |
| 5Y | +654.5% | +73.2% | +581.3% | +515.2% |
| 10Y | +1,205.2% | -0.9% | +1,206.1% | +775.9% |
| All | +1,205.2% | +0.9% | +1,204.4% | +775.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling