+27.2%
APA vs VLTO
+69.5%
-42.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.5% |
| 7D | -15.5% | +5.4% | -20.9% | -16.9% |
| 30D | +2.4% | +22.3% | -19.9% | -4.0% |
| 3M | +22.8% | +19.6% | +3.2% | +15.8% |
| 6M | +17.9% | +35.2% | -17.2% | +5.9% |
| YTD | +87.7% | +17.9% | +69.8% | +78.3% |
| 1Y | +94.2% | +19.5% | +74.7% | +82.5% |
| 3Y | +27.2% | +73.9% | -46.7% | +1.9% |
| All | +27.2% | +69.5% | -42.3% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling