+144.8%
IBM vs VLO
+779.3%
-634.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.1% |
| 7D | -0.3% | +6.8% | -7.1% | -1.8% |
| 30D | +6.8% | -17.9% | +24.6% | +11.2% |
| 3M | +4.4% | +13.5% | -9.1% | +0.8% |
| 6M | +13.2% | +53.0% | -39.9% | +1.4% |
| YTD | -15.1% | +133.7% | -148.9% | -31.9% |
| 1Y | -20.2% | +115.7% | -135.9% | -34.8% |
| 3Y | +79.3% | +231.9% | -152.6% | +29.0% |
| 5Y | +147.5% | +471.6% | -324.1% | +46.8% |
| All | +144.8% | +779.3% | -634.5% | +19.9% |
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