+1,669.7%
TER vs VLO
+871.1%
+798.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +5.2% | -4.6% | -0.9% |
| 30D | -8.3% | +22.6% | -30.9% | -13.8% |
| 3M | -12.2% | +43.8% | -56.0% | -21.5% |
| 6M | +17.1% | +65.7% | -48.7% | -1.7% |
| YTD | +84.7% | +131.1% | -46.4% | +39.1% |
| 1Y | +199.9% | +143.6% | +56.3% | +121.7% |
| 3Y | +232.8% | +201.4% | +31.4% | +124.7% |
| 5Y | +198.6% | +568.9% | -370.3% | +49.3% |
| All | +1,669.7% | +871.1% | +798.7% | +652.9% |
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