+25.2%
ABNB vs VLO
+684.2%
-659.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.7% |
| 7D | +6.5% | +6.8% | -0.3% | +4.9% |
| 30D | +9.4% | -17.9% | +27.2% | +13.8% |
| 3M | +0.6% | +13.5% | -13.0% | -3.2% |
| 6M | +33.7% | +53.0% | -19.3% | +18.7% |
| YTD | +33.5% | +133.7% | -100.3% | +3.6% |
| 1Y | +48.8% | +115.7% | -66.8% | +18.2% |
| 3Y | +53.3% | +231.9% | -178.6% | +3.7% |
| 5Y | -12.3% | +471.6% | -483.9% | -50.8% |
| All | +25.2% | +684.2% | -659.0% | -35.1% |
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