+897.3%
VST vs APA
-13.2%
+910.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.3% | -3.9% | -5.7% |
| 7D | -19.9% | -15.6% | -4.3% | -17.1% |
| 30D | -29.7% | -0.9% | -28.8% | -29.6% |
| 3M | -19.6% | +26.1% | -45.6% | -23.5% |
| 6M | -29.4% | +6.1% | -35.5% | -31.0% |
| YTD | -29.7% | +82.8% | -112.6% | -39.5% |
| 1Y | -40.0% | +106.5% | -146.5% | -50.0% |
| 3Y | +231.0% | +21.9% | +209.1% | +198.7% |
| 5Y | +500.1% | +69.7% | +430.4% | +391.3% |
| 10Y | +1,004.2% | 0.0% | +1,004.2% | +644.1% |
| All | +897.3% | -13.2% | +910.6% | +556.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling