+11,743.1%
COST vs VLO
+35,889.1%
-24,146.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -3.1% | +5.2% | -8.4% | -3.8% |
| 30D | -2.8% | +22.6% | -25.4% | -5.5% |
| 3M | -5.7% | +43.8% | -49.4% | -10.4% |
| 6M | -8.8% | +65.7% | -74.5% | -15.2% |
| YTD | +6.7% | +131.1% | -124.4% | -5.4% |
| 1Y | -3.6% | +143.6% | -147.3% | -15.4% |
| 3Y | +75.1% | +201.4% | -126.3% | +47.0% |
| 5Y | +108.9% | +568.9% | -460.0% | +53.3% |
| 10Y | +586.2% | +891.8% | -305.6% | +343.5% |
| All | +11,743.1% | +35,889.1% | -24,146.0% | +3,585.4% |
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