-17.2%
F vs VLO
+476.5%
-493.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -3.1% | +9.6% | -12.7% | -5.0% |
| 30D | 0.0% | -17.4% | +17.4% | +3.8% |
| 3M | -13.2% | +10.8% | -24.0% | -15.9% |
| 6M | -10.2% | +56.9% | -67.2% | -20.2% |
| YTD | -4.9% | +136.8% | -141.7% | -26.1% |
| 1Y | -6.1% | +120.7% | -126.7% | -25.5% |
| 3Y | +46.0% | +231.9% | -186.0% | -0.9% |
| All | -17.2% | +476.5% | -493.8% | -56.1% |
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