+2,413.6%
IBM vs VLO
+35,889.1%
-33,475.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | +5.2% | -5.5% | -1.2% |
| 30D | +0.3% | +22.6% | -22.3% | -3.3% |
| 3M | -21.6% | +43.8% | -65.4% | -26.7% |
| 6M | -4.7% | +65.7% | -70.4% | -13.6% |
| YTD | -19.1% | +131.1% | -150.2% | -31.0% |
| 1Y | -2.5% | +143.6% | -146.1% | -17.8% |
| 3Y | +74.2% | +201.4% | -127.2% | +39.3% |
| 5Y | +113.1% | +568.9% | -455.8% | +44.0% |
| 10Y | +133.5% | +891.8% | -758.3% | +40.9% |
| All | +2,413.6% | +35,889.1% | -33,475.5% | +799.4% |
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