+152.5%
JPM vs VLO
+619.0%
-466.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | -0.4% | +6.2% | -6.7% | -1.6% |
| 30D | -1.4% | +23.5% | -24.9% | -5.5% |
| 3M | +13.9% | +53.9% | -39.9% | +4.2% |
| 6M | +23.5% | +81.7% | -58.1% | +8.0% |
| YTD | +11.6% | +142.5% | -130.8% | -9.1% |
| 1Y | +21.4% | +145.4% | -124.1% | -1.9% |
| 3Y | +163.4% | +197.3% | -33.9% | +98.9% |
| 5Y | +152.5% | +614.6% | -462.1% | +38.0% |
| All | +152.5% | +619.0% | -466.5% | +38.0% |
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 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