+558.6%
QQQ vs VLO
+946.8%
-388.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | -0.6% | +5.3% | -5.9% | -1.5% |
| 30D | -1.2% | +18.2% | -19.5% | -4.2% |
| 3M | -0.2% | +53.3% | -53.5% | -7.8% |
| 6M | +17.9% | +70.4% | -52.5% | +6.2% |
| YTD | +16.6% | +143.4% | -126.7% | -2.3% |
| 1Y | +23.0% | +153.0% | -130.0% | +2.0% |
| 3Y | +92.9% | +195.0% | -102.0% | +52.4% |
| 5Y | +95.6% | +618.8% | -523.2% | +25.4% |
| All | +558.6% | +946.8% | -388.2% | +281.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling