-25.0%
VST vs APD
+6.9%
-31.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -13.5% |
| 7D | -15.7% | +3.8% | -19.5% | -15.2% |
| 30D | -17.0% | +14.1% | -31.1% | -16.3% |
| 3M | -15.9% | +8.2% | -24.1% | -15.4% |
| 6M | -25.0% | +7.5% | -32.5% | -21.4% |
| All | -25.0% | +6.9% | -31.9% | -21.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling