+28.2%
BABA vs VLO
+1,118.3%
-1,090.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.5% |
| 3M | -9.3% | +43.8% | -53.0% | -15.9% |
| 6M | -14.2% | +65.7% | -80.0% | -23.4% |
| YTD | -22.0% | +131.1% | -153.1% | -35.4% |
| 1Y | -12.7% | +143.6% | -156.3% | -28.6% |
| 3Y | +26.7% | +201.4% | -174.7% | -2.8% |
| 5Y | -29.3% | +568.9% | -598.2% | -55.4% |
| 10Y | +21.2% | +891.8% | -870.6% | -36.4% |
| All | +28.2% | +1,118.3% | -1,090.1% | -39.8% |
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