+117.4%
INTC vs VLO
+779.3%
-661.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.9% |
| 7D | +17.1% | +6.8% | +10.4% | +15.1% |
| 30D | -40.5% | -17.9% | -22.6% | -37.5% |
| 3M | -39.4% | +13.5% | -52.9% | -42.0% |
| 6M | -49.3% | +53.0% | -102.3% | -55.7% |
| YTD | +65.9% | +133.7% | -67.9% | +26.8% |
| 1Y | +61.5% | +115.7% | -54.1% | +26.4% |
| 3Y | +59.6% | +231.9% | -172.3% | +8.6% |
| 5Y | +31.2% | +471.6% | -440.4% | -26.2% |
| All | +117.4% | +779.3% | -661.9% | +3.3% |
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