+49.9%
F vs VLO
+213.9%
-164.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +1.0% | -9.5% | +10.5% | +2.1% |
| 30D | +2.1% | -19.1% | +21.3% | +4.5% |
| 3M | -10.3% | +11.4% | -21.6% | -12.3% |
| 6M | +3.3% | +46.7% | -43.5% | -3.7% |
| YTD | -2.0% | +118.6% | -120.6% | -18.7% |
| 1Y | -2.3% | +99.9% | -102.2% | -17.0% |
| 3Y | +49.9% | +210.5% | -160.6% | +7.3% |
| All | +49.9% | +213.9% | -164.0% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling