+1,112.0%
VST vs APD
+185.9%
+926.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.1% | +11.1% |
| 7D | -9.8% | -3.7% | -6.1% | -8.6% |
| 30D | -25.1% | +9.6% | -34.8% | -28.0% |
| 3M | -11.6% | +1.6% | -13.2% | -12.5% |
| 6M | -20.9% | +2.2% | -23.1% | -22.3% |
| YTD | -22.3% | +25.9% | -48.2% | -30.6% |
| 1Y | -32.0% | +20.1% | -52.1% | -38.4% |
| 3Y | +262.4% | +12.4% | +250.0% | +231.4% |
| 5Y | +563.4% | +11.1% | +552.2% | +496.0% |
| All | +1,112.0% | +185.9% | +926.1% | +649.9% |
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