+31.9%
BABA vs VLO
+213.9%
-182.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | +2.4% | -9.5% | +11.9% | +3.4% |
| 30D | -7.8% | -19.1% | +11.4% | -5.6% |
| 3M | -22.4% | +11.4% | -33.7% | -24.3% |
| 6M | -26.0% | +46.7% | -72.7% | -30.9% |
| YTD | -29.3% | +118.6% | -147.9% | -41.0% |
| 1Y | -37.5% | +99.9% | -137.4% | -46.6% |
| 3Y | +31.9% | +210.5% | -178.6% | -7.2% |
| All | +31.9% | +213.9% | -182.0% | -7.2% |
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 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