+20.3%
JPM vs VLO
+143.4%
-123.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.3% | +5.2% | -4.9% | +0.3% |
| 30D | -0.2% | +22.6% | -22.8% | +0.1% |
| 3M | +15.9% | +43.8% | -27.9% | +16.3% |
| 6M | +20.9% | +65.7% | -44.8% | +20.1% |
| YTD | +12.9% | +131.1% | -118.2% | +8.3% |
| 1Y | +20.3% | +143.6% | -123.3% | +13.7% |
| All | +20.3% | +143.4% | -123.0% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling