+9.3%
ABT vs VLO
+195.4%
-186.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -4.7% | +6.2% | -11.0% | -5.0% |
| 30D | -3.1% | +23.5% | -26.6% | -3.9% |
| 3M | +16.1% | +53.9% | -37.7% | +14.2% |
| 6M | -5.3% | +81.7% | -87.0% | -7.8% |
| YTD | -14.4% | +142.5% | -156.9% | -18.5% |
| 1Y | -18.4% | +145.4% | -163.8% | -22.3% |
| All | +9.3% | +195.4% | -186.0% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling