+3.7%
F vs VLO
+120.8%
-117.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.8% | +8.7% | +2.2% |
| 7D | +6.0% | -6.0% | +12.0% | +5.3% |
| 30D | +4.3% | -12.9% | +17.2% | +2.8% |
| 3M | -10.1% | +18.3% | -28.4% | -7.6% |
| 6M | +12.8% | +46.4% | -33.7% | +19.7% |
| YTD | -0.1% | +127.7% | -127.8% | -0.3% |
| 1Y | +3.7% | +120.6% | -116.9% | +3.7% |
| All | +3.7% | +120.8% | -117.1% | +3.7% |
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