+311.1%
SPOT vs VLO
+470.1%
-159.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.2% |
| 7D | +1.6% | +9.6% | -8.0% | +0.2% |
| 30D | +16.9% | -17.4% | +34.3% | +20.1% |
| 3M | +23.0% | +10.8% | +12.2% | +20.6% |
| 6M | +42.2% | +56.9% | -14.8% | +31.6% |
| YTD | +5.5% | +136.8% | -131.3% | -9.3% |
| 1Y | -5.1% | +120.7% | -125.7% | -17.4% |
| 3Y | +257.9% | +231.9% | +26.0% | +185.9% |
| 5Y | +118.4% | +479.0% | -360.7% | +56.0% |
| All | +311.1% | +470.1% | -159.0% | +232.0% |
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