+18.8%
JPM vs VLO
+152.2%
-133.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | -0.7% | +5.3% | -6.0% | -0.6% |
| 30D | -2.5% | +18.2% | -20.7% | -2.3% |
| 3M | +14.1% | +53.3% | -39.2% | +14.6% |
| 6M | +25.1% | +70.4% | -45.3% | +24.5% |
| YTD | +12.1% | +143.4% | -131.3% | +7.4% |
| 1Y | +18.8% | +153.0% | -134.2% | +12.0% |
| All | +18.8% | +152.2% | -133.4% | +12.0% |
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