+71.7%
TER vs VLO
+476.5%
-404.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.7% |
| 7D | +14.4% | +9.6% | +4.7% | +11.8% |
| 30D | -30.6% | -17.4% | -13.2% | -27.4% |
| 3M | -39.2% | +10.8% | -50.0% | -41.0% |
| 6M | -31.3% | +56.9% | -88.2% | -39.0% |
| YTD | +29.1% | +136.8% | -107.7% | -0.6% |
| 1Y | +47.4% | +120.7% | -73.2% | +15.8% |
| 3Y | +191.2% | +231.9% | -40.7% | +99.1% |
| All | +71.7% | +476.5% | -404.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling