+1,604.0%
T vs VLO
+33,946.5%
-32,342.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +2.6% | -9.5% | +12.1% | +4.1% |
| 30D | -1.1% | -19.1% | +18.1% | +2.0% |
| 3M | -7.7% | +11.4% | -19.1% | -9.6% |
| 6M | -10.6% | +46.7% | -57.4% | -16.3% |
| YTD | -7.5% | +118.6% | -126.1% | -18.9% |
| 1Y | -7.4% | +99.9% | -107.3% | -17.9% |
| 3Y | +63.1% | +210.5% | -147.4% | +32.3% |
| 5Y | +55.2% | +432.7% | -377.5% | +12.4% |
| 10Y | +58.8% | +717.1% | -658.3% | +1.9% |
| All | +1,604.0% | +33,946.5% | -32,342.6% | +500.4% |
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