+41,876.4%
ADI vs VLO
+35,208.6%
+6,667.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.1% |
| 7D | +0.7% | -0.4% | +1.1% | +1.0% |
| 30D | +0.7% | -16.6% | +17.3% | +5.1% |
| 3M | +6.5% | +12.3% | -5.8% | +2.9% |
| 6M | -2.7% | +47.8% | -50.5% | -12.7% |
| YTD | +52.2% | +126.7% | -74.5% | +21.1% |
| 1Y | +77.5% | +105.4% | -27.9% | +44.6% |
| 3Y | +148.8% | +222.0% | -73.2% | +78.3% |
| 5Y | +142.9% | +449.8% | -307.0% | +46.8% |
| 10Y | +653.2% | +754.3% | -101.1% | +278.7% |
| All | +41,876.4% | +35,208.6% | +6,667.9% | +7,173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling