+1,497.9%
META vs VLO
+2,811.0%
-1,313.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.9% | -0.1% | -3.3% |
| 7D | -3.1% | -8.7% | +5.6% | -1.7% |
| 30D | -18.1% | -16.2% | -1.9% | -15.8% |
| 3M | +2.9% | +16.2% | -13.3% | -0.2% |
| 6M | +0.2% | +39.8% | -39.6% | -6.3% |
| YTD | -8.1% | +119.0% | -127.0% | -21.7% |
| 1Y | -4.5% | +110.8% | -115.3% | -18.2% |
| 3Y | +94.2% | +201.7% | -107.5% | +52.6% |
| 5Y | +79.1% | +426.2% | -347.1% | +22.6% |
| 10Y | +405.9% | +790.3% | -384.4% | +189.0% |
| All | +1,497.9% | +2,811.0% | -1,313.2% | +850.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling