+14,854.2%
MO vs VLO
+35,889.1%
-21,034.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | +5.2% | -4.9% | -0.3% |
| 30D | +0.6% | +22.6% | -22.0% | -2.1% |
| 3M | -1.0% | +43.8% | -44.7% | -5.8% |
| 6M | +4.3% | +65.7% | -61.4% | -2.8% |
| YTD | +23.3% | +131.1% | -107.8% | +9.7% |
| 1Y | +10.5% | +143.6% | -133.2% | -2.5% |
| 3Y | +96.3% | +201.4% | -105.1% | +65.8% |
| 5Y | +98.9% | +568.9% | -470.0% | +47.8% |
| 10Y | +103.6% | +891.8% | -788.2% | +37.4% |
| All | +14,854.2% | +35,889.1% | -21,034.9% | +5,881.7% |
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