+462.9%
META vs VLO
+790.8%
-327.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.6% | +2.7% |
| 7D | +5.2% | +9.6% | -4.5% | +3.6% |
| 30D | -13.0% | -17.4% | +4.4% | -10.4% |
| 3M | +7.9% | +10.8% | -2.8% | +5.7% |
| 6M | +4.2% | +56.9% | -52.7% | -4.2% |
| YTD | -2.5% | +136.8% | -139.3% | -17.9% |
| 1Y | +5.6% | +120.7% | -115.1% | -10.0% |
| 3Y | +96.8% | +231.9% | -135.1% | +52.1% |
| 5Y | +90.0% | +479.0% | -389.0% | +27.4% |
| All | +462.9% | +790.8% | -327.8% | +210.8% |
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