+43.6%
APA vs VLTO
+56.4%
-12.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +8.5% | +1.0% | +7.5% | +8.3% |
| 30D | +2.8% | +17.5% | -14.7% | -1.6% |
| 3M | +21.7% | +21.4% | +0.3% | +15.4% |
| 6M | +32.6% | +38.1% | -5.5% | +20.4% |
| YTD | +103.7% | +19.0% | +84.7% | +94.4% |
| 1Y | +101.8% | +20.7% | +81.2% | +91.1% |
| 3Y | +48.1% | +64.3% | -16.2% | +33.5% |
| All | +43.6% | +56.4% | -12.8% | +27.3% |
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