+769.3%
VST vs APA
+156.4%
+613.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +4.2% |
| 7D | +8.9% | +0.5% | +8.4% | +8.7% |
| 30D | +6.2% | +23.4% | -17.2% | +1.0% |
| 3M | -2.7% | +12.7% | -15.4% | -5.9% |
| 6M | -8.4% | +39.4% | -47.8% | -17.2% |
| YTD | -7.2% | +79.0% | -86.2% | -22.0% |
| 1Y | -20.9% | +88.8% | -109.7% | -35.3% |
| 3Y | +384.0% | +6.4% | +377.6% | +328.7% |
| All | +769.3% | +156.4% | +613.0% | +552.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling