+308.5%
CSCO vs VLO
+790.8%
-482.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.5% | -6.5% |
| 7D | +1.9% | +9.6% | -7.7% | -0.2% |
| 30D | -15.8% | -17.4% | +1.5% | -12.3% |
| 3M | -15.4% | +10.8% | -26.2% | -17.7% |
| 6M | -5.4% | +56.9% | -62.3% | -15.5% |
| YTD | +26.5% | +136.8% | -110.3% | +1.9% |
| 1Y | +25.9% | +120.7% | -94.8% | +3.1% |
| 3Y | +97.5% | +231.9% | -134.4% | +43.2% |
| 5Y | +93.0% | +479.0% | -386.0% | +15.8% |
| All | +308.5% | +790.8% | -482.3% | +108.6% |
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 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