-6.4%
T vs VLO
+120.8%
-127.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.8% | +7.8% | +2.4% |
| 7D | +5.5% | -6.0% | +11.4% | +5.8% |
| 30D | -8.9% | -12.9% | +4.0% | -8.2% |
| 3M | -5.6% | +18.3% | -23.9% | -6.3% |
| 6M | -14.3% | +46.4% | -60.7% | -16.2% |
| YTD | -7.9% | +127.7% | -135.7% | -11.7% |
| 1Y | -6.4% | +120.6% | -127.0% | -10.2% |
| All | -6.4% | +120.8% | -127.2% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling