+995.4%
TER vs VLO
+790.8%
+204.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.8% |
| 7D | +14.4% | +9.6% | +4.7% | +11.3% |
| 30D | -30.6% | -17.4% | -13.2% | -26.6% |
| 3M | -39.2% | +10.8% | -50.0% | -41.3% |
| 6M | -31.3% | +56.9% | -88.2% | -40.5% |
| YTD | +29.1% | +136.8% | -107.7% | -3.9% |
| 1Y | +47.4% | +120.7% | -73.2% | +12.1% |
| 3Y | +191.2% | +231.9% | -40.7% | +90.5% |
| 5Y | +74.0% | +479.0% | -405.0% | -8.8% |
| All | +995.4% | +790.8% | +204.7% | +361.3% |
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 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