+62.8%
META vs VLO
+567.8%
-505.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +5.2% | +1.5% | +6.2% |
| 30D | +4.8% | +22.6% | -17.8% | +2.5% |
| 3M | -1.6% | +43.8% | -45.4% | -5.6% |
| 6M | -7.5% | +65.7% | -73.2% | -13.4% |
| YTD | -6.4% | +131.1% | -137.5% | -17.2% |
| 1Y | -17.3% | +143.6% | -161.0% | -27.7% |
| 3Y | +109.9% | +201.4% | -91.5% | +73.4% |
| All | +62.8% | +567.8% | -505.0% | +18.4% |
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