+1,057.8%
TER vs VLO
+779.3%
+278.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.7% |
| 7D | +24.0% | +6.8% | +17.2% | +21.7% |
| 30D | -30.6% | -17.9% | -12.8% | -26.5% |
| 3M | -34.5% | +13.5% | -48.0% | -37.2% |
| 6M | -26.4% | +53.0% | -79.4% | -35.8% |
| YTD | +36.4% | +133.7% | -97.3% | +2.0% |
| 1Y | +47.4% | +115.7% | -68.3% | +13.0% |
| 3Y | +202.6% | +231.9% | -29.4% | +97.9% |
| 5Y | +83.9% | +471.6% | -387.7% | -3.2% |
| All | +1,057.8% | +779.3% | +278.4% | +389.5% |
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