+500.0%
APP vs VLO
+478.6%
+21.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.2% | +10.0% |
| 7D | +71.2% | -13.3% | +84.5% | +74.0% |
| 30D | +39.1% | -18.3% | +57.4% | +42.2% |
| 3M | +16.5% | +14.3% | +2.2% | +12.4% |
| 6M | -16.6% | +47.6% | -64.2% | -23.6% |
| YTD | -41.9% | +116.0% | -157.9% | -51.3% |
| 1Y | -37.0% | +101.0% | -138.0% | -46.4% |
| 3Y | +892.4% | +199.0% | +693.4% | +667.0% |
| 5Y | +297.3% | +419.0% | -121.7% | +184.1% |
| All | +500.0% | +478.6% | +21.4% | +315.3% |
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