-26.3%
U vs VLO
+795.5%
-821.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | +24.4% | -9.5% | +33.9% | +25.6% |
| 30D | +7.4% | -19.1% | +26.5% | +9.6% |
| 3M | +16.8% | +11.4% | +5.4% | +14.7% |
| 6M | +78.8% | +46.7% | +32.0% | +69.2% |
| YTD | +14.0% | +118.6% | -104.7% | +1.6% |
| 1Y | +16.7% | +99.9% | -83.2% | +5.4% |
| 3Y | +86.4% | +210.5% | -124.1% | +58.2% |
| 5Y | -71.5% | +432.7% | -504.1% | -75.0% |
| All | -26.3% | +795.5% | -821.9% | -14.3% |
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