+71.4%
MSFT vs VLO
+577.3%
-505.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.4% | -1.4% |
| 7D | -1.4% | +5.8% | -7.2% | -1.9% |
| 30D | -1.0% | +28.3% | -29.4% | -3.3% |
| 3M | +20.2% | +48.7% | -28.5% | +15.9% |
| 6M | +21.3% | +71.9% | -50.6% | +15.0% |
| YTD | +2.8% | +138.7% | -135.9% | -5.9% |
| 1Y | 0.0% | +148.5% | -148.5% | -9.1% |
| 3Y | +51.2% | +192.7% | -141.4% | +33.0% |
| 5Y | +71.4% | +601.6% | -530.2% | +39.5% |
| All | +71.4% | +577.3% | -505.8% | +39.5% |
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