+1,216.9%
VST vs APD
+180.3%
+1,036.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.9% |
| 7D | +8.9% | -2.2% | +11.1% | +9.8% |
| 30D | +6.2% | +2.1% | +4.1% | +5.2% |
| 3M | -2.7% | +7.2% | -9.9% | -6.0% |
| 6M | -8.4% | +11.2% | -19.6% | -13.0% |
| YTD | -7.2% | +24.4% | -31.6% | -16.4% |
| 1Y | -20.9% | +6.7% | -27.6% | -24.4% |
| 3Y | +384.0% | +9.2% | +374.7% | +349.4% |
| 5Y | +757.1% | +27.4% | +729.7% | +620.0% |
| All | +1,216.9% | +180.3% | +1,036.6% | +726.5% |
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 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