+17.6%
BABA vs VLO
+885.7%
-868.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +5.2% | -10.0% | -5.7% |
| 30D | -11.9% | +22.6% | -34.5% | -15.3% |
| 3M | -9.3% | +43.8% | -53.0% | -15.4% |
| 6M | -14.2% | +65.7% | -80.0% | -22.8% |
| YTD | -22.0% | +131.1% | -153.1% | -34.6% |
| 1Y | -12.7% | +143.6% | -156.3% | -27.6% |
| 3Y | +26.7% | +201.4% | -174.7% | -1.0% |
| 5Y | -29.3% | +568.9% | -598.2% | -53.7% |
| All | +17.6% | +885.7% | -868.1% | -31.3% |
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