+528.8%
APP vs VLO
+495.8%
+33.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.0% | +1.8% | +4.5% |
| 7D | +79.2% | -6.5% | +85.6% | +80.3% |
| 30D | +48.0% | -17.8% | +65.7% | +51.3% |
| 3M | +18.2% | +19.6% | -1.4% | +13.3% |
| 6M | -12.5% | +49.3% | -61.8% | -19.8% |
| YTD | -39.2% | +122.4% | -161.5% | -49.1% |
| 1Y | -33.9% | +107.4% | -141.3% | -43.9% |
| 3Y | +933.3% | +223.1% | +710.2% | +690.7% |
| 5Y | +295.9% | +432.2% | -136.4% | +182.3% |
| All | +528.8% | +495.8% | +33.0% | +333.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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