+38.5%
APA vs VLTO
+57.1%
-18.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +5.1% | +1.5% | +3.6% | +4.7% |
| 30D | +0.3% | +20.9% | -20.7% | -4.8% |
| 3M | +15.6% | +21.4% | -5.7% | +9.7% |
| 6M | +28.9% | +37.6% | -8.7% | +17.2% |
| YTD | +96.6% | +19.5% | +77.0% | +87.4% |
| 1Y | +95.5% | +22.0% | +73.5% | +84.4% |
| 3Y | +41.8% | +70.7% | -28.9% | +28.6% |
| All | +38.5% | +57.1% | -18.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling