-68.4%
U vs VLO
+412.5%
-481.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +5.8% |
| 7D | +36.6% | -13.3% | +49.9% | +40.0% |
| 30D | +13.3% | -18.3% | +31.6% | +17.2% |
| 3M | +26.2% | +14.3% | +11.8% | +21.2% |
| 6M | +88.7% | +47.6% | +41.1% | +70.5% |
| YTD | +16.6% | +116.0% | -99.4% | -5.5% |
| 1Y | +29.0% | +101.0% | -72.1% | +6.5% |
| 3Y | +99.5% | +199.0% | -99.5% | +45.4% |
| All | -68.4% | +412.5% | -481.0% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling