+94.5%
QQQ vs VLO
+619.0%
-524.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +1.0% | +6.2% | -5.2% | +0.2% |
| 30D | -0.6% | +23.5% | -24.1% | -3.3% |
| 3M | +1.3% | +53.9% | -52.5% | -4.4% |
| 6M | +18.1% | +81.7% | -63.5% | +8.2% |
| YTD | +16.9% | +142.5% | -125.6% | +1.9% |
| 1Y | +24.0% | +145.4% | -121.5% | +7.6% |
| 3Y | +95.6% | +197.3% | -101.7% | +61.2% |
| 5Y | +94.5% | +614.6% | -520.1% | +42.9% |
| All | +94.5% | +619.0% | -524.5% | +42.9% |
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 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