+620.7%
GEV vs VLO
+135.8%
+484.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.3% | +5.2% | -1.9% | +2.8% |
| 30D | -7.5% | +22.6% | -30.1% | -9.4% |
| 3M | -2.2% | +43.8% | -45.9% | -5.7% |
| 6M | +12.1% | +65.7% | -53.7% | +5.2% |
| YTD | +44.4% | +131.1% | -86.7% | +26.1% |
| 1Y | +57.7% | +143.6% | -86.0% | +35.7% |
| All | +620.7% | +135.8% | +484.9% | +485.0% |
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