+81.8%
SPY vs VLO
+577.3%
-495.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -1.0% |
| 7D | +0.5% | +5.8% | -5.2% | -0.2% |
| 30D | -0.9% | +28.3% | -29.3% | -4.4% |
| 3M | +3.9% | +48.7% | -44.9% | -2.0% |
| 6M | +14.5% | +71.9% | -57.4% | +5.0% |
| YTD | +12.9% | +138.7% | -125.7% | -2.4% |
| 1Y | +19.4% | +148.5% | -129.1% | +2.2% |
| 3Y | +78.5% | +192.7% | -114.2% | +45.2% |
| 5Y | +81.8% | +601.6% | -519.9% | +26.4% |
| All | +81.8% | +577.3% | -495.5% | +26.4% |
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