+1,006.2%
TER vs VLO
+728.0%
+278.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.3% |
| 7D | -8.9% | -9.5% | +0.6% | -5.9% |
| 30D | -39.1% | -19.1% | -19.9% | -35.2% |
| 3M | -32.8% | +11.4% | -44.1% | -35.1% |
| 6M | -31.7% | +46.7% | -78.5% | -39.7% |
| YTD | +26.9% | +118.6% | -91.7% | -3.2% |
| 1Y | +33.6% | +99.9% | -66.3% | +4.7% |
| 3Y | +181.5% | +210.5% | -29.0% | +87.8% |
| 5Y | +76.1% | +432.7% | -356.5% | -5.3% |
| 10Y | +1,006.2% | +717.1% | +289.1% | +381.7% |
| All | +1,006.2% | +728.0% | +278.2% | +381.7% |
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