+93.1%
META vs VLO
+436.8%
-343.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.8% |
| 7D | +5.7% | -6.5% | +12.2% | +6.4% |
| 30D | -10.8% | -17.8% | +7.0% | -9.1% |
| 3M | +8.4% | +19.6% | -11.2% | +6.1% |
| 6M | +5.4% | +49.3% | -43.9% | +0.3% |
| YTD | -2.6% | +122.4% | -125.0% | -13.8% |
| 1Y | +3.5% | +107.4% | -103.9% | -7.4% |
| 3Y | +102.0% | +223.1% | -121.1% | +64.3% |
| 5Y | +93.1% | +432.2% | -339.1% | +38.3% |
| All | +93.1% | +436.8% | -343.7% | +38.3% |
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