+138.2%
IBM vs VLO
+412.5%
-274.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -5.0% | -13.3% | +8.3% | -3.2% |
| 30D | +11.1% | -18.3% | +29.4% | +13.8% |
| 3M | +5.7% | +14.3% | -8.6% | +3.4% |
| 6M | +10.1% | +47.6% | -37.5% | +3.3% |
| YTD | -15.6% | +116.0% | -131.6% | -26.0% |
| 1Y | -19.5% | +101.0% | -120.5% | -28.6% |
| 3Y | +80.4% | +199.0% | -118.6% | +48.2% |
| All | +138.2% | +412.5% | -274.3% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling