+14,227.5%
COST vs VLO
+36,773.5%
-22,546.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +5.0% | +9.6% | -4.6% | +3.7% |
| 30D | +12.8% | -17.4% | +30.2% | +15.5% |
| 3M | +15.2% | +10.8% | +4.4% | +13.2% |
| 6M | +7.4% | +56.9% | -49.5% | +0.5% |
| YTD | +29.0% | +136.8% | -107.7% | +13.6% |
| 1Y | +20.3% | +120.7% | -100.4% | +6.9% |
| 3Y | +99.0% | +231.9% | -132.9% | +64.5% |
| 5Y | +125.7% | +479.0% | -353.3% | +68.8% |
| 10Y | +775.3% | +792.2% | -16.9% | +474.3% |
| All | +14,227.5% | +36,773.5% | -22,546.0% | +4,328.6% |
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