+207.0%
C vs VLO
+790.8%
-583.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | +4.2% | +9.6% | -5.5% | +0.2% |
| 30D | +2.0% | -17.4% | +19.4% | +9.8% |
| 3M | -10.1% | +10.8% | -20.9% | -15.4% |
| 6M | +1.0% | +56.9% | -56.0% | -19.5% |
| YTD | +8.5% | +136.8% | -128.3% | -30.1% |
| 1Y | +25.7% | +120.7% | -94.9% | -16.5% |
| 3Y | +216.0% | +231.9% | -15.9% | +65.9% |
| 5Y | +112.3% | +479.0% | -366.7% | -23.6% |
| All | +207.0% | +790.8% | -583.7% | -21.1% |
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