+1,569.6%
QQQ vs VLO
+17,443.2%
-15,873.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.8% |
| 7D | +1.5% | +5.8% | -4.2% | +0.3% |
| 30D | -0.6% | +28.3% | -29.0% | -6.1% |
| 3M | +0.4% | +48.7% | -48.3% | -8.4% |
| 6M | +20.1% | +71.9% | -51.8% | +5.2% |
| YTD | +17.2% | +138.7% | -121.4% | -5.0% |
| 1Y | +24.7% | +148.5% | -123.8% | -0.2% |
| 3Y | +96.2% | +192.7% | -96.5% | +48.1% |
| 5Y | +94.4% | +601.6% | -507.2% | +15.5% |
| 10Y | +556.7% | +900.2% | -343.5% | +226.4% |
| All | +1,569.6% | +17,443.2% | -15,873.6% | +353.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling