+319.7%
SPY vs VLO
+919.7%
-600.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -0.4% | +6.2% | -6.6% | -1.6% |
| 30D | -1.4% | +23.5% | -24.9% | -5.7% |
| 3M | +3.7% | +53.9% | -50.1% | -5.6% |
| 6M | +13.0% | +81.7% | -68.7% | -1.4% |
| YTD | +12.4% | +142.5% | -130.1% | -8.4% |
| 1Y | +18.5% | +145.4% | -126.9% | -4.0% |
| 3Y | +77.6% | +197.3% | -119.7% | +34.7% |
| 5Y | +81.7% | +614.6% | -532.9% | +7.5% |
| 10Y | +319.7% | +938.9% | -619.2% | +114.4% |
| All | +319.7% | +919.7% | -600.1% | +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