+512.8%
F vs VLO
+33,997.0%
-33,484.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.1% |
| 7D | +1.4% | -8.7% | +10.0% | +3.6% |
| 30D | +2.0% | -16.2% | +18.3% | +6.5% |
| 3M | -10.4% | +16.2% | -26.5% | -14.8% |
| 6M | +9.7% | +39.8% | -30.1% | -1.8% |
| YTD | -1.2% | +119.0% | -120.1% | -23.0% |
| 1Y | 0.0% | +110.8% | -110.8% | -21.3% |
| 3Y | +41.1% | +201.7% | -160.6% | -2.0% |
| 5Y | -11.4% | +426.2% | -437.6% | -49.0% |
| 10Y | +85.0% | +790.3% | -705.3% | -13.5% |
| All | +512.8% | +33,997.0% | -33,484.2% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling