+2,236.9%
CMCSA vs VLO
+35,889.1%
-33,652.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +5.2% | -7.3% | -3.2% |
| 30D | +7.0% | +22.6% | -15.6% | +2.3% |
| 3M | +15.1% | +43.8% | -28.7% | +6.0% |
| 6M | -15.4% | +65.7% | -81.1% | -25.0% |
| YTD | -1.9% | +131.1% | -133.0% | -19.5% |
| 1Y | -12.7% | +143.6% | -156.3% | -29.5% |
| 3Y | -31.0% | +201.4% | -232.4% | -47.8% |
| 5Y | -46.1% | +568.9% | -615.0% | -67.2% |
| 10Y | +10.8% | +891.8% | -881.0% | -43.1% |
| All | +2,236.9% | +35,889.1% | -33,652.2% | +385.1% |
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 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