+53.9%
F vs VLO
+567.8%
-513.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +5.3% | +5.2% | +0.1% | +4.1% |
| 30D | +4.6% | +22.6% | -18.0% | -0.4% |
| 3M | -3.7% | +43.8% | -47.4% | -12.0% |
| 6M | +16.8% | +65.7% | -48.9% | +1.4% |
| YTD | +15.3% | +131.1% | -115.8% | -9.9% |
| 1Y | +31.0% | +143.6% | -112.6% | 0.0% |
| 3Y | +45.4% | +201.4% | -155.9% | +0.8% |
| All | +53.9% | +567.8% | -513.8% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling