+67.7%
ASML vs VLO
+427.4%
-359.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.5% | -8.6% |
| 7D | -19.0% | -8.7% | -10.4% | -17.6% |
| 30D | -25.9% | -16.2% | -9.7% | -23.7% |
| 3M | -19.1% | +16.2% | -35.2% | -22.0% |
| 6M | -5.7% | +39.8% | -45.5% | -13.0% |
| YTD | +27.6% | +119.0% | -91.4% | +3.3% |
| 1Y | +30.8% | +110.8% | -80.0% | +6.8% |
| 3Y | +116.2% | +201.7% | -85.5% | +57.2% |
| 5Y | +67.7% | +426.2% | -358.5% | +10.1% |
| All | +67.7% | +427.4% | -359.7% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling