+197.1%
ABT vs VLO
+946.8%
-749.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.5% |
| 7D | -5.9% | +5.3% | -11.2% | -6.4% |
| 30D | -8.1% | +18.2% | -26.3% | -9.7% |
| 3M | +14.5% | +53.3% | -38.8% | +9.2% |
| 6M | -6.3% | +70.4% | -76.7% | -11.9% |
| YTD | -17.1% | +143.4% | -160.5% | -25.4% |
| 1Y | -21.4% | +153.0% | -174.4% | -29.6% |
| 3Y | +5.9% | +195.0% | -189.0% | -8.2% |
| 5Y | -12.8% | +618.8% | -631.5% | -34.7% |
| All | +197.1% | +946.8% | -749.7% | +92.0% |
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