+97.7%
GOOG vs VLO
+476.5%
-378.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.0% | +9.6% | -6.6% | +2.2% |
| 30D | -14.9% | -17.4% | +2.5% | -13.5% |
| 3M | -14.9% | +10.8% | -25.7% | -16.0% |
| 6M | -26.6% | +56.9% | -83.6% | -30.3% |
| YTD | -6.6% | +136.8% | -143.4% | -17.0% |
| 1Y | +5.1% | +120.7% | -115.6% | -5.7% |
| 3Y | +121.0% | +231.9% | -111.0% | +83.2% |
| All | +97.7% | +476.5% | -378.9% | +51.2% |
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