+304.8%
SPY vs VLO
+728.0%
-423.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -0.6% | -9.5% | +8.9% | +1.4% |
| 30D | -3.7% | -19.1% | +15.5% | +0.3% |
| 3M | -2.7% | +11.4% | -14.1% | -5.5% |
| 6M | +2.2% | +46.7% | -44.6% | -6.7% |
| YTD | +10.8% | +118.6% | -107.8% | -8.3% |
| 1Y | +11.2% | +99.9% | -88.6% | -6.2% |
| 3Y | +76.5% | +210.5% | -134.0% | +31.5% |
| 5Y | +72.9% | +432.7% | -359.7% | +9.1% |
| 10Y | +304.8% | +717.1% | -412.3% | +114.4% |
| All | +304.8% | +728.0% | -423.2% | +114.4% |
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 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