+298.1%
APP vs VLO
+476.5%
-178.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.8% |
| 7D | +4.6% | +9.6% | -5.1% | +3.5% |
| 30D | +56.0% | -17.4% | +73.4% | +59.8% |
| 3M | +30.8% | +10.8% | +20.1% | +27.5% |
| 6M | -9.8% | +56.9% | -66.7% | -17.9% |
| YTD | -39.3% | +136.8% | -176.1% | -49.8% |
| 1Y | -26.4% | +120.7% | -147.1% | -38.3% |
| 3Y | +887.9% | +231.9% | +656.0% | +648.5% |
| All | +298.1% | +476.5% | -178.5% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling