+149.9%
IBM vs VLO
+791.1%
-641.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.2% |
| 7D | -2.5% | -6.5% | +3.9% | -1.2% |
| 30D | +8.4% | -17.8% | +26.1% | +12.8% |
| 3M | +4.5% | +19.6% | -15.1% | -0.3% |
| 6M | +7.9% | +49.3% | -41.4% | -2.8% |
| YTD | -15.2% | +122.4% | -137.6% | -31.2% |
| 1Y | -17.6% | +107.4% | -125.0% | -32.1% |
| 3Y | +82.1% | +223.1% | -141.0% | +31.6% |
| 5Y | +143.3% | +432.2% | -288.9% | +46.8% |
| 10Y | +149.9% | +743.6% | -593.7% | +22.5% |
| All | +149.9% | +791.1% | -641.1% | +22.5% |
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 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