+962.7%
VST vs APD
+196.6%
+766.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -14.6% |
| 7D | -15.7% | +3.8% | -19.5% | -17.1% |
| 30D | -17.0% | +14.1% | -31.1% | -21.4% |
| 3M | -15.9% | +8.2% | -24.1% | -18.8% |
| 6M | -25.0% | +7.5% | -32.5% | -27.8% |
| YTD | -25.1% | +31.7% | -56.8% | -34.2% |
| 1Y | -34.9% | +35.1% | -69.9% | -43.9% |
| 3Y | +252.7% | +16.8% | +235.9% | +218.2% |
| 5Y | +582.3% | +19.4% | +563.0% | +495.2% |
| 10Y | +1,076.6% | +203.5% | +873.1% | +636.9% |
| All | +962.7% | +196.6% | +766.1% | +550.4% |
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 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