+377.3%
CSCO vs VLO
+919.7%
-542.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | 0.0% | +6.2% | -6.3% | -1.4% |
| 30D | -10.7% | +23.5% | -34.2% | -15.0% |
| 3M | -8.7% | +53.9% | -62.6% | -17.7% |
| 6M | +44.9% | +81.7% | -36.8% | +25.2% |
| YTD | +44.1% | +142.5% | -98.3% | +16.2% |
| 1Y | +65.9% | +145.4% | -79.6% | +32.8% |
| 3Y | +109.0% | +197.3% | -88.3% | +56.2% |
| 5Y | +114.8% | +614.6% | -499.8% | +22.1% |
| 10Y | +377.3% | +938.9% | -561.5% | +138.5% |
| All | +377.3% | +919.7% | -542.4% | +138.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling