+13,444.1%
GOOG vs VLO
+4,349.0%
+9,095.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -2.1% | +5.2% | -7.4% | -3.3% |
| 30D | -6.8% | +22.6% | -29.4% | -11.3% |
| 3M | -9.1% | +43.8% | -52.9% | -17.1% |
| 6M | +10.7% | +65.7% | -55.0% | -3.4% |
| YTD | +7.1% | +131.1% | -124.0% | -14.4% |
| 1Y | +44.6% | +143.6% | -99.0% | +13.8% |
| 3Y | +147.4% | +201.4% | -53.9% | +79.8% |
| 5Y | +133.8% | +568.9% | -435.1% | +32.2% |
| 10Y | +777.5% | +891.8% | -114.3% | +302.6% |
| All | +13,444.1% | +4,349.0% | +9,095.2% | +4,753.4% |
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