-37.8%
U vs VLO
+893.2%
-930.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +4.4% | +6.2% | -1.9% | +3.6% |
| 30D | -1.3% | +23.5% | -24.8% | -3.8% |
| 3M | +49.6% | +53.9% | -4.3% | +41.7% |
| 6M | +100.2% | +81.7% | +18.5% | +85.0% |
| YTD | -3.7% | +142.5% | -146.2% | -14.7% |
| 1Y | -6.5% | +145.4% | -151.9% | -17.3% |
| 3Y | +12.9% | +197.3% | -184.4% | -4.0% |
| 5Y | -68.3% | +614.6% | -682.9% | -71.8% |
| All | -37.8% | +893.2% | -930.9% | -28.1% |
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