+3,094.0%
SPY vs VLO
+22,472.8%
-19,378.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +5.2% | -5.1% | -1.0% |
| 30D | +0.1% | +22.6% | -22.5% | -4.4% |
| 3M | +2.0% | +43.8% | -41.8% | -6.3% |
| 6M | +13.0% | +65.7% | -52.7% | -0.1% |
| YTD | +13.5% | +131.1% | -117.6% | -7.2% |
| 1Y | +20.0% | +143.6% | -123.7% | -3.5% |
| 3Y | +77.2% | +201.4% | -124.2% | +33.1% |
| 5Y | +81.9% | +568.9% | -487.0% | +10.0% |
| 10Y | +314.1% | +891.8% | -577.7% | +111.2% |
| All | +3,094.0% | +22,472.8% | -19,378.8% | +766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling