+1,112.0%
VST vs APA
0.0%
+1,112.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.6% | +7.9% | +10.0% |
| 7D | -9.8% | -15.5% | +5.7% | -6.6% |
| 30D | -25.1% | +2.4% | -27.5% | -25.5% |
| 3M | -11.6% | +22.8% | -34.4% | -15.4% |
| 6M | -20.9% | +17.9% | -38.9% | -24.3% |
| YTD | -22.3% | +87.7% | -110.0% | -33.5% |
| 1Y | -32.0% | +94.2% | -126.2% | -42.5% |
| 3Y | +262.4% | +27.2% | +235.2% | +224.3% |
| 5Y | +563.4% | +74.1% | +489.2% | +440.3% |
| All | +1,112.0% | 0.0% | +1,112.0% | +710.5% |
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