+1,579.9%
T vs VLO
+33,533.0%
-31,953.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +1.0% | -13.3% | +14.3% | +3.2% |
| 30D | -10.6% | -18.3% | +7.7% | -8.0% |
| 3M | -7.7% | +14.3% | -22.1% | -10.0% |
| 6M | -13.3% | +47.6% | -60.9% | -18.9% |
| YTD | -8.8% | +116.0% | -124.7% | -19.9% |
| 1Y | -8.4% | +101.0% | -109.4% | -18.8% |
| 3Y | +59.6% | +199.0% | -139.4% | +30.3% |
| 5Y | +52.1% | +419.0% | -367.0% | +10.7% |
| 10Y | +56.9% | +778.2% | -721.3% | -0.5% |
| All | +1,579.9% | +33,533.0% | -31,953.1% | +493.1% |
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