+1,164.9%
VST vs APD
+191.9%
+973.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | +6.6% | +3.8% | +2.7% | +5.1% |
| 30D | -12.4% | +8.2% | -20.6% | -15.2% |
| 3M | -9.0% | +4.3% | -13.3% | -10.8% |
| 6M | -6.4% | +4.7% | -11.1% | -8.9% |
| YTD | -17.2% | +31.5% | -48.7% | -27.3% |
| 1Y | -22.0% | +23.5% | -45.6% | -30.0% |
| 3Y | +296.7% | +29.1% | +267.6% | +243.0% |
| 5Y | +637.6% | +15.9% | +621.7% | +552.7% |
| All | +1,164.9% | +191.9% | +973.0% | +673.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling