+62.5%
T vs VLO
+790.8%
-728.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +2.5% | +9.6% | -7.1% | +0.9% |
| 30D | -3.8% | -17.4% | +13.6% | -0.9% |
| 3M | -8.7% | +10.8% | -19.5% | -10.7% |
| 6M | -8.1% | +56.9% | -65.1% | -15.7% |
| YTD | -6.4% | +136.8% | -143.2% | -20.7% |
| 1Y | -9.8% | +120.7% | -130.4% | -22.6% |
| 3Y | +65.5% | +231.9% | -166.4% | +28.0% |
| 5Y | +57.0% | +479.0% | -422.1% | +2.9% |
| All | +62.5% | +790.8% | -728.3% | -10.8% |
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