+81.0%
F vs VLO
+791.1%
-710.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | -0.3% |
| 7D | -0.6% | -6.5% | +5.8% | +1.3% |
| 30D | +2.9% | -17.8% | +20.6% | +8.7% |
| 3M | -9.5% | +19.6% | -29.1% | -15.6% |
| 6M | +4.0% | +49.3% | -45.3% | -10.7% |
| YTD | -1.3% | +122.4% | -123.7% | -27.7% |
| 1Y | -1.9% | +107.4% | -109.4% | -26.5% |
| 3Y | +53.5% | +223.1% | -169.6% | -5.3% |
| 5Y | -15.1% | +432.2% | -447.4% | -58.8% |
| 10Y | +81.0% | +743.6% | -662.7% | -34.6% |
| All | +81.0% | +791.1% | -710.1% | -34.6% |
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