+135.0%
GOOG vs VLO
+600.5%
-465.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.5% | +4.0% | -6.5% | -2.9% |
| 30D | -3.6% | +19.0% | -22.6% | -5.2% |
| 3M | -6.4% | +50.0% | -56.4% | -10.2% |
| 6M | +7.8% | +79.1% | -71.4% | +0.7% |
| YTD | +5.5% | +140.3% | -134.8% | -5.8% |
| 1Y | +38.3% | +148.3% | -110.1% | +22.6% |
| 3Y | +143.1% | +194.6% | -51.5% | +106.3% |
| 5Y | +135.0% | +609.6% | -474.6% | +72.2% |
| All | +135.0% | +600.5% | -465.5% | +72.2% |
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