-25.1%
VST vs APA
+95.1%
-120.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +2.0% |
| 7D | +10.9% | +5.1% | +5.9% | +11.2% |
| 30D | -15.6% | +0.3% | -15.9% | -15.5% |
| 3M | -7.8% | +15.6% | -23.4% | -5.4% |
| 6M | -12.0% | +28.9% | -40.9% | -8.3% |
| YTD | -16.9% | +96.6% | -113.5% | -4.8% |
| 1Y | -25.1% | +95.5% | -120.6% | -14.3% |
| All | -25.1% | +95.1% | -120.2% | -14.3% |
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