+1,481.8%
QQQ vs VLO
+17,304.8%
-15,823.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +3.6% | +9.6% | -6.0% | +1.6% |
| 30D | -6.7% | -17.4% | +10.7% | -3.0% |
| 3M | -7.0% | +10.8% | -17.8% | -9.7% |
| 6M | -4.7% | +56.9% | -61.6% | -14.7% |
| YTD | +11.1% | +136.8% | -125.7% | -10.4% |
| 1Y | +12.3% | +120.7% | -108.4% | -8.0% |
| 3Y | +83.3% | +231.9% | -148.6% | +34.0% |
| 5Y | +77.5% | +479.0% | -401.5% | +10.0% |
| 10Y | +528.3% | +792.2% | -263.9% | +219.9% |
| All | +1,481.8% | +17,304.8% | -15,823.0% | +327.6% |
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