+199.8%
TER vs VLO
+143.4%
+56.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | +0.6% | +5.2% | -4.6% | +0.5% |
| 30D | -8.3% | +22.6% | -30.9% | -8.7% |
| 3M | -12.2% | +43.8% | -56.0% | -12.3% |
| 6M | +17.0% | +65.7% | -48.7% | +12.5% |
| YTD | +84.6% | +131.1% | -46.5% | +49.7% |
| 1Y | +199.8% | +143.6% | +56.2% | +141.4% |
| All | +199.8% | +143.4% | +56.5% | +141.4% |
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 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