+608.4%
VST vs APA
+94.1%
+514.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.5% |
| 7D | +6.6% | +8.5% | -2.0% | +4.6% |
| 30D | -12.4% | +2.8% | -15.1% | -12.9% |
| 3M | -9.0% | +21.7% | -30.7% | -13.2% |
| 6M | -6.4% | +32.6% | -39.1% | -13.4% |
| YTD | -17.2% | +103.7% | -120.9% | -33.0% |
| 1Y | -22.0% | +101.8% | -123.8% | -37.0% |
| 3Y | +296.7% | +48.1% | +248.6% | +224.9% |
| All | +608.4% | +94.1% | +514.3% | +446.8% |
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