+243.2%
INTC vs VLO
+933.4%
-690.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | +9.4% | +4.0% | +5.5% | +8.3% |
| 30D | +2.7% | +19.0% | -16.3% | -2.1% |
| 3M | -6.3% | +50.0% | -56.3% | -16.6% |
| 6M | +114.5% | +79.1% | +35.3% | +79.6% |
| YTD | +171.9% | +140.3% | +31.6% | +108.5% |
| 1Y | +305.0% | +148.3% | +156.7% | +207.0% |
| 3Y | +168.3% | +194.6% | -26.3% | +90.3% |
| 5Y | +102.3% | +609.6% | -507.3% | +8.1% |
| All | +243.2% | +933.4% | -690.3% | +60.3% |
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