+897.3%
VST vs APD
+187.9%
+709.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.9% | -3.2% | -5.0% |
| 7D | -19.9% | -0.7% | -19.2% | -19.8% |
| 30D | -29.7% | +10.1% | -39.8% | -32.5% |
| 3M | -19.6% | +4.9% | -24.4% | -21.3% |
| 6M | -29.4% | +2.5% | -31.9% | -30.7% |
| YTD | -29.7% | +27.8% | -57.5% | -37.5% |
| 1Y | -40.0% | +32.9% | -72.9% | -48.1% |
| 3Y | +231.0% | +13.4% | +217.6% | +202.2% |
| 5Y | +500.1% | +12.8% | +487.2% | +436.8% |
| 10Y | +1,004.2% | +194.6% | +809.6% | +599.9% |
| All | +897.3% | +187.9% | +709.4% | +517.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling