-32.0%
VST vs APD
+24.7%
-56.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.1% | +10.3% |
| 7D | -9.8% | -3.7% | -6.1% | -10.1% |
| 30D | -25.1% | +9.6% | -34.8% | -24.7% |
| 3M | -11.6% | +1.6% | -13.2% | -11.5% |
| 6M | -20.9% | +2.2% | -23.1% | -20.7% |
| YTD | -22.3% | +25.9% | -48.2% | -21.6% |
| 1Y | -32.0% | +20.1% | -52.1% | -31.8% |
| All | -32.0% | +24.7% | -56.7% | -31.8% |
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 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