+91.9%
MO vs VLO
+195.4%
-103.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -2.4% | +6.2% | -8.6% | -2.6% |
| 30D | +3.6% | +23.5% | -19.9% | +2.8% |
| 3M | -3.7% | +53.9% | -57.6% | -5.7% |
| 6M | +4.5% | +81.7% | -77.2% | +1.6% |
| YTD | +21.5% | +142.5% | -121.0% | +16.3% |
| 1Y | +9.5% | +145.4% | -135.9% | +4.8% |
| All | +91.9% | +195.4% | -103.5% | +75.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling