-38.5%
INTU vs VLO
+199.9%
-238.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -7.1% | +5.2% | -12.3% | -7.8% |
| 30D | +1.5% | +22.6% | -21.1% | -1.6% |
| 3M | +10.7% | +43.8% | -33.1% | +4.6% |
| 6M | -23.8% | +65.7% | -89.6% | -29.3% |
| YTD | -49.3% | +131.1% | -180.4% | -54.9% |
| 1Y | -49.7% | +143.6% | -193.3% | -55.6% |
| All | -38.5% | +199.9% | -238.4% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling