+1,205.2%
VST vs APD
+192.6%
+1,012.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.5% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | -17.1% | +10.6% | -27.7% | -20.5% |
| 3M | -4.6% | +2.5% | -7.1% | -5.9% |
| 6M | -9.1% | +6.0% | -15.0% | -12.0% |
| YTD | -16.6% | +28.4% | -45.1% | -26.1% |
| 1Y | -29.5% | +22.2% | -51.6% | -36.4% |
| 3Y | +297.5% | +26.6% | +271.0% | +246.4% |
| 5Y | +654.5% | +11.8% | +642.8% | +578.2% |
| 10Y | +1,205.2% | +187.8% | +1,017.5% | +706.8% |
| All | +1,205.2% | +192.6% | +1,012.7% | +706.8% |
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