+59.6%
SCHW vs VLO
+599.8%
-540.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -2.8% | +4.0% | -6.7% | -3.5% |
| 30D | -0.1% | +19.0% | -19.0% | -3.5% |
| 3M | +20.6% | +50.0% | -29.4% | +10.8% |
| 6M | +15.9% | +79.1% | -63.2% | +1.7% |
| YTD | +8.5% | +140.3% | -131.8% | -11.5% |
| 1Y | +17.8% | +148.3% | -130.5% | -4.9% |
| 3Y | +88.5% | +194.6% | -106.1% | +41.4% |
| All | +59.6% | +599.8% | -540.1% | -19.4% |
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