+21.9%
BABA vs VLO
+236.1%
-214.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -13.8% | +9.6% | -23.4% | -14.6% |
| 30D | -15.1% | -17.4% | +2.3% | -13.2% |
| 3M | -22.7% | +10.8% | -33.5% | -24.3% |
| 6M | -34.7% | +56.9% | -91.6% | -39.4% |
| YTD | -35.0% | +136.8% | -171.8% | -46.3% |
| 1Y | -40.4% | +120.7% | -161.1% | -49.8% |
| 3Y | +21.9% | +231.9% | -210.0% | -13.9% |
| All | +21.9% | +236.1% | -214.2% | -13.9% |
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