+18.4%
GE vs VLO
+150.4%
-132.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -2.5% |
| 7D | -1.2% | +6.2% | -7.5% | 0.0% |
| 30D | -11.3% | +23.5% | -34.8% | -7.3% |
| 3M | -1.4% | +53.9% | -55.3% | +8.1% |
| 6M | +1.2% | +81.7% | -80.5% | +11.3% |
| YTD | +5.9% | +142.5% | -136.5% | +13.0% |
| 1Y | +18.4% | +145.4% | -127.0% | +25.6% |
| All | +18.4% | +150.4% | -132.0% | +25.6% |
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