+77,094.7%
ASML vs VLO
+27,767.2%
+49,327.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.5% | -8.3% |
| 7D | -19.0% | -8.7% | -10.4% | -17.0% |
| 30D | -25.9% | -16.2% | -9.7% | -22.5% |
| 3M | -19.1% | +16.2% | -35.2% | -23.0% |
| 6M | -5.7% | +39.8% | -45.5% | -15.6% |
| YTD | +27.6% | +119.0% | -91.4% | -1.1% |
| 1Y | +30.8% | +110.8% | -80.0% | +2.3% |
| 3Y | +116.2% | +201.7% | -85.5% | +49.5% |
| 5Y | +67.7% | +426.2% | -358.5% | -5.0% |
| 10Y | +1,355.3% | +790.3% | +565.0% | +538.3% |
| All | +77,094.7% | +27,767.2% | +49,327.4% | +13,949.1% |
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 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