+1,163.5%
C vs VLO
+35,889.1%
-34,725.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | +5.2% | -1.6% | +1.6% |
| 30D | +0.1% | +22.6% | -22.5% | -7.8% |
| 3M | +2.4% | +43.8% | -41.4% | -11.9% |
| 6M | +24.9% | +65.7% | -40.8% | -0.1% |
| YTD | +19.8% | +131.1% | -111.3% | -16.5% |
| 1Y | +44.9% | +143.6% | -98.8% | -1.7% |
| 3Y | +263.0% | +201.4% | +61.6% | +119.6% |
| 5Y | +129.5% | +568.9% | -439.4% | -5.0% |
| 10Y | +291.6% | +891.8% | -600.2% | +31.8% |
| All | +1,163.5% | +35,889.1% | -34,725.6% | +44.5% |
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