+11,715.7%
GOOG vs VLO
+4,458.3%
+7,257.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +3.0% | +9.6% | -6.6% | +0.8% |
| 30D | -14.9% | -17.4% | +2.5% | -11.3% |
| 3M | -14.9% | +10.8% | -25.7% | -17.5% |
| 6M | -26.6% | +56.9% | -83.6% | -35.0% |
| YTD | -6.6% | +136.8% | -143.4% | -26.3% |
| 1Y | +5.1% | +120.7% | -115.6% | -15.7% |
| 3Y | +121.0% | +231.9% | -111.0% | +56.1% |
| 5Y | +97.3% | +479.0% | -381.7% | +15.6% |
| 10Y | +683.2% | +792.2% | -108.9% | +268.9% |
| All | +11,715.7% | +4,458.3% | +7,257.4% | +4,081.5% |
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