+1,872.1%
T vs VLO
+35,889.1%
-34,017.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -1.3% | +5.2% | -6.5% | -2.0% |
| 30D | +11.4% | +22.6% | -11.2% | +7.9% |
| 3M | +14.3% | +43.8% | -29.5% | +7.8% |
| 6M | -9.3% | +65.7% | -75.0% | -16.6% |
| YTD | +7.1% | +131.1% | -124.0% | -6.7% |
| 1Y | -9.1% | +143.6% | -152.7% | -21.7% |
| 3Y | +105.3% | +201.4% | -96.0% | +67.8% |
| 5Y | +66.8% | +568.9% | -502.1% | +16.7% |
| 10Y | +66.8% | +891.8% | -825.0% | +4.2% |
| All | +1,872.1% | +35,889.1% | -34,017.0% | +591.3% |
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