+998.2%
C vs VLO
+33,533.0%
-32,534.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -2.4% | -13.3% | +10.9% | +3.0% |
| 30D | -6.0% | -18.3% | +12.3% | +0.8% |
| 3M | -10.5% | +14.3% | -24.9% | -16.4% |
| 6M | -5.7% | +47.6% | -53.3% | -21.1% |
| YTD | +4.1% | +116.0% | -111.8% | -26.5% |
| 1Y | +20.5% | +101.0% | -80.5% | -12.7% |
| 3Y | +208.1% | +199.0% | +9.1% | +85.1% |
| 5Y | +110.4% | +419.0% | -308.6% | -4.5% |
| 10Y | +234.6% | +778.2% | -543.6% | +16.6% |
| All | +998.2% | +33,533.0% | -32,534.8% | +27.3% |
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