+425.7%
META vs VLO
+791.1%
-365.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.6% |
| 7D | +5.7% | -6.5% | +12.2% | +6.8% |
| 30D | -10.8% | -17.8% | +7.0% | -8.0% |
| 3M | +8.4% | +19.6% | -11.2% | +4.8% |
| 6M | +5.4% | +49.3% | -43.9% | -2.3% |
| YTD | -2.6% | +122.4% | -125.0% | -17.1% |
| 1Y | +3.5% | +107.4% | -103.9% | -10.8% |
| 3Y | +102.0% | +223.1% | -121.1% | +56.8% |
| 5Y | +93.1% | +432.2% | -339.1% | +31.5% |
| 10Y | +425.7% | +743.6% | -318.0% | +192.7% |
| All | +425.7% | +791.1% | -365.4% | +192.7% |
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 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