-38.4%
INTU vs VLO
+567.8%
-606.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -7.1% | +5.2% | -12.3% | -7.7% |
| 30D | +1.5% | +22.6% | -21.1% | -1.3% |
| 3M | +10.7% | +43.8% | -33.1% | +5.2% |
| 6M | -23.8% | +65.7% | -89.6% | -28.9% |
| YTD | -49.3% | +131.1% | -180.4% | -54.6% |
| 1Y | -49.7% | +143.6% | -193.3% | -55.3% |
| 3Y | -38.0% | +201.4% | -239.4% | -47.4% |
| All | -38.4% | +567.8% | -606.2% | -47.7% |
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