+131.6%
IBM vs VLO
+902.9%
-771.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.9% |
| 7D | +0.3% | +5.8% | -5.5% | -1.0% |
| 30D | -1.5% | +28.3% | -29.8% | -7.0% |
| 3M | -16.8% | +48.7% | -65.5% | -24.3% |
| 6M | -9.0% | +71.9% | -80.9% | -20.6% |
| YTD | -20.1% | +138.7% | -158.7% | -35.8% |
| 1Y | -7.0% | +148.5% | -155.5% | -26.2% |
| 3Y | +72.4% | +192.7% | -120.3% | +28.6% |
| 5Y | +112.0% | +601.6% | -489.6% | +19.7% |
| 10Y | +131.6% | +900.2% | -768.6% | +15.1% |
| All | +131.6% | +902.9% | -771.3% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling