-5.6%
COST vs VLO
+152.2%
-157.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | -1.2% | +5.3% | -6.5% | -1.4% |
| 30D | -4.7% | +18.2% | -23.0% | -5.4% |
| 3M | -7.1% | +53.3% | -60.5% | -8.7% |
| 6M | -8.5% | +70.4% | -79.0% | -10.3% |
| YTD | +5.4% | +143.4% | -138.0% | +1.4% |
| 1Y | -5.6% | +153.0% | -158.6% | -9.5% |
| All | -5.6% | +152.2% | -157.8% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling