+216.1%
C vs VLO
+231.8%
-15.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.7% |
| 7D | +4.7% | +6.8% | -2.0% | +3.4% |
| 30D | +0.2% | -17.9% | +18.0% | +3.9% |
| 3M | -9.3% | +13.5% | -22.9% | -12.9% |
| 6M | -0.8% | +53.0% | -53.9% | -11.9% |
| YTD | +8.5% | +133.7% | -125.2% | -17.9% |
| 1Y | +23.1% | +115.7% | -92.6% | -4.3% |
| All | +216.1% | +231.8% | -15.7% | +106.9% |
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