+1,216.9%
VST vs APTV
-16.5%
+1,233.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.5% | +2.6% |
| 7D | +8.9% | +4.8% | +4.1% | +7.4% |
| 30D | +6.2% | +2.0% | +4.2% | +5.4% |
| 3M | -2.7% | -34.2% | +31.5% | +9.2% |
| 6M | -8.4% | -34.7% | +26.3% | +2.0% |
| YTD | -7.2% | -37.0% | +29.8% | +4.2% |
| 1Y | -20.9% | -40.4% | +19.5% | -9.9% |
| 3Y | +384.0% | -54.1% | +438.1% | +472.5% |
| 5Y | +757.1% | -68.0% | +825.1% | +985.1% |
| All | +1,216.9% | -16.5% | +1,233.3% | +1,025.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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