+8,630.0%
TER vs VLO
+33,533.0%
-24,903.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +3.9% | +3.0% |
| 7D | -20.5% | -13.3% | -7.2% | -16.4% |
| 30D | -47.0% | -18.3% | -28.7% | -43.5% |
| 3M | -43.3% | +14.3% | -57.6% | -46.1% |
| 6M | -42.9% | +47.6% | -90.5% | -50.5% |
| YTD | +12.9% | +116.0% | -103.1% | -15.7% |
| 1Y | +18.2% | +101.0% | -82.8% | -9.7% |
| 3Y | +151.8% | +199.0% | -47.2% | +64.5% |
| 5Y | +54.2% | +419.0% | -364.8% | -20.6% |
| 10Y | +908.2% | +778.2% | +130.0% | +286.3% |
| All | +8,630.0% | +33,533.0% | -24,903.0% | +888.6% |
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