-2.4%
U vs VLO
+144.1%
-146.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | 0.0% | +4.0% | -4.0% | -0.2% |
| 30D | -4.1% | +19.0% | -23.1% | -4.7% |
| 3M | +57.8% | +50.0% | +7.8% | +55.3% |
| 6M | +103.5% | +79.1% | +24.4% | +95.9% |
| YTD | -4.8% | +140.3% | -145.0% | -15.7% |
| 1Y | -2.4% | +148.3% | -150.7% | -14.4% |
| All | -2.4% | +144.1% | -146.5% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling