+306.5%
IVV vs VLO
+770.2%
-463.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | -2.7% | -13.3% | +10.6% | +0.1% |
| 30D | -5.4% | -18.3% | +12.9% | -1.7% |
| 3M | -4.1% | +14.3% | -18.4% | -7.3% |
| 6M | +0.7% | +47.6% | -46.9% | -8.2% |
| YTD | +8.7% | +116.0% | -107.2% | -9.9% |
| 1Y | +11.0% | +101.0% | -90.0% | -6.6% |
| 3Y | +75.4% | +199.0% | -123.6% | +31.7% |
| 5Y | +68.3% | +419.0% | -350.7% | +6.5% |
| All | +306.5% | +770.2% | -463.7% | +113.4% |
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 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