-34.9%
VST vs APD
+36.4%
-71.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -13.5% |
| 7D | -15.7% | +3.8% | -19.5% | -15.2% |
| 30D | -17.0% | +14.1% | -31.1% | -15.7% |
| 3M | -15.9% | +8.2% | -24.1% | -15.1% |
| 6M | -25.0% | +7.5% | -32.5% | -24.2% |
| YTD | -25.1% | +31.7% | -56.8% | -22.8% |
| 1Y | -34.9% | +35.1% | -69.9% | -31.5% |
| All | -34.9% | +36.4% | -71.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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