+105.9%
C vs VLO
+412.5%
-306.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -2.4% | -13.3% | +10.9% | +0.8% |
| 30D | -6.0% | -18.3% | +12.3% | -1.9% |
| 3M | -10.5% | +14.3% | -24.9% | -14.5% |
| 6M | -5.7% | +47.6% | -53.3% | -16.4% |
| YTD | +4.1% | +116.0% | -111.8% | -18.9% |
| 1Y | +20.5% | +101.0% | -80.5% | -4.2% |
| 3Y | +208.1% | +199.0% | +9.1% | +112.0% |
| All | +105.9% | +412.5% | -306.6% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling