+717.1%
VLO vs APA
+0.4%
+716.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.2% |
| 7D | -9.5% | -5.5% | -4.0% | -7.5% |
| 30D | -19.1% | -1.2% | -18.0% | -18.9% |
| 3M | +11.4% | +10.6% | +0.8% | +6.6% |
| 6M | +46.7% | +28.4% | +18.3% | +31.7% |
| YTD | +118.6% | +89.7% | +28.9% | +67.2% |
| 1Y | +99.9% | +90.6% | +9.3% | +52.3% |
| 3Y | +210.5% | +36.9% | +173.6% | +157.4% |
| 5Y | +432.7% | +83.2% | +349.5% | +285.4% |
| 10Y | +717.1% | -0.1% | +717.2% | +377.1% |
| All | +717.1% | +0.4% | +716.7% | +377.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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