+534.7%
QQQ vs VLO
+790.8%
-256.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +3.6% | +9.6% | -6.0% | +2.0% |
| 30D | -6.7% | -17.4% | +10.7% | -3.8% |
| 3M | -7.0% | +10.8% | -17.8% | -9.2% |
| 6M | -4.7% | +56.9% | -61.6% | -12.9% |
| YTD | +11.1% | +136.8% | -125.7% | -7.0% |
| 1Y | +12.3% | +120.7% | -108.4% | -4.7% |
| 3Y | +83.3% | +231.9% | -148.6% | +40.9% |
| 5Y | +77.5% | +479.0% | -401.5% | +18.4% |
| All | +534.7% | +790.8% | -256.1% | +268.9% |
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