+294.9%
SCHW vs VLO
+946.8%
-651.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -1.9% | +5.3% | -7.2% | -3.6% |
| 30D | -1.6% | +18.2% | -19.9% | -7.0% |
| 3M | +21.3% | +53.3% | -32.1% | +4.5% |
| 6M | +16.5% | +70.4% | -53.9% | -4.1% |
| YTD | +8.4% | +143.4% | -135.0% | -21.8% |
| 1Y | +15.6% | +153.0% | -137.4% | -18.1% |
| 3Y | +86.8% | +195.0% | -108.1% | +20.4% |
| 5Y | +60.5% | +618.8% | -558.3% | -32.1% |
| All | +294.9% | +946.8% | -651.9% | +34.5% |
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