+14,183.4%
TER vs VLO
+35,889.1%
-21,705.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +5.2% | -4.6% | -1.1% |
| 30D | -8.3% | +22.6% | -30.9% | -14.5% |
| 3M | -12.2% | +43.8% | -56.0% | -22.6% |
| 6M | +17.1% | +65.7% | -48.7% | -3.7% |
| YTD | +84.7% | +131.1% | -46.4% | +35.4% |
| 1Y | +199.9% | +143.6% | +56.3% | +115.5% |
| 3Y | +232.8% | +201.4% | +31.4% | +117.2% |
| 5Y | +198.6% | +568.9% | -370.3% | +40.9% |
| 10Y | +1,669.7% | +891.8% | +777.9% | +552.2% |
| All | +14,183.4% | +35,889.1% | -21,705.7% | +1,488.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling