+1,142.3%
VST vs APA
+4.1%
+1,138.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.0% |
| 7D | +10.9% | +5.1% | +5.9% | +9.9% |
| 30D | -15.6% | +0.3% | -15.9% | -15.6% |
| 3M | -7.8% | +15.6% | -23.4% | -10.7% |
| 6M | -12.0% | +28.9% | -40.9% | -17.2% |
| YTD | -16.9% | +96.6% | -113.5% | -29.5% |
| 1Y | -25.1% | +95.5% | -120.6% | -36.6% |
| 3Y | +297.1% | +41.8% | +255.2% | +247.8% |
| 5Y | +641.9% | +85.4% | +556.5% | +496.8% |
| 10Y | +1,142.3% | +4.5% | +1,137.7% | +725.1% |
| All | +1,142.3% | +4.1% | +1,138.2% | +725.1% |
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