+404.3%
META vs VLO
+770.2%
-365.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.1% |
| 7D | -0.8% | -13.3% | +12.5% | +1.5% |
| 30D | -15.4% | -18.3% | +2.9% | -12.8% |
| 3M | +3.5% | +14.3% | -10.8% | +0.8% |
| 6M | -0.3% | +47.6% | -47.9% | -7.4% |
| YTD | -7.3% | +116.0% | -123.3% | -20.7% |
| 1Y | -1.1% | +101.0% | -102.1% | -14.3% |
| 3Y | +95.1% | +199.0% | -104.0% | +53.7% |
| 5Y | +80.6% | +419.0% | -338.5% | +23.7% |
| All | +404.3% | +770.2% | -365.9% | +189.7% |
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