+54.1%
ORLY vs VLTO
+56.4%
-2.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | +2.6% | +1.0% | +1.6% | +2.3% |
| 30D | +6.3% | +17.5% | -11.1% | +2.7% |
| 3M | -0.4% | +21.4% | -21.8% | -4.6% |
| 6M | +2.8% | +38.1% | -35.4% | -4.1% |
| YTD | +1.1% | +19.0% | -18.0% | -3.2% |
| 1Y | -6.3% | +20.7% | -26.9% | -10.5% |
| 3Y | +38.9% | +64.3% | -25.4% | +30.2% |
| All | +54.1% | +56.4% | -2.2% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling