+36.3%
BABA vs VLO
+194.5%
-158.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.6% | +1.4% |
| 7D | +11.6% | -13.3% | +25.0% | +13.3% |
| 30D | +2.3% | -18.3% | +20.6% | +4.4% |
| 3M | -13.7% | +14.3% | -28.0% | -16.3% |
| 6M | -21.9% | +47.6% | -69.5% | -27.3% |
| YTD | -24.6% | +116.0% | -140.6% | -37.1% |
| 1Y | -34.1% | +101.0% | -135.1% | -44.0% |
| 3Y | +36.3% | +199.0% | -162.8% | -1.3% |
| All | +36.3% | +194.5% | -158.3% | -1.3% |
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 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