+588.9%
VST vs APD
+11.0%
+577.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.5% | +12.1% | +10.9% |
| 7D | -9.8% | -3.7% | -6.1% | -9.0% |
| 30D | -25.1% | +9.6% | -34.8% | -27.2% |
| 3M | -11.6% | +1.6% | -13.2% | -12.2% |
| 6M | -20.9% | +2.2% | -23.1% | -21.8% |
| YTD | -22.3% | +25.9% | -48.2% | -28.5% |
| 1Y | -32.0% | +20.1% | -52.1% | -36.7% |
| 3Y | +262.4% | +12.4% | +250.0% | +245.0% |
| All | +588.9% | +11.0% | +577.9% | +490.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling