-3.5%
F vs VLO
+106.2%
-109.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | +0.2% |
| 7D | -2.1% | -0.4% | -1.7% | -2.2% |
| 30D | +3.3% | -16.6% | +19.9% | +1.3% |
| 3M | -11.3% | +12.3% | -23.6% | -9.5% |
| 6M | +5.3% | +47.8% | -42.5% | +11.9% |
| YTD | -2.2% | +126.7% | -129.0% | -2.9% |
| 1Y | -3.5% | +105.4% | -108.9% | -1.2% |
| All | -3.5% | +106.2% | -109.8% | -1.2% |
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