-39.0%
U vs VLO
+846.6%
-885.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | +5.2% | -9.0% | -4.4% |
| 30D | +17.5% | +22.6% | -5.1% | +14.6% |
| 3M | +38.7% | +43.8% | -5.0% | +32.6% |
| 6M | +104.4% | +65.7% | +38.7% | +91.1% |
| YTD | -5.7% | +131.1% | -136.8% | -16.0% |
| 1Y | +3.7% | +143.6% | -139.9% | -8.3% |
| 3Y | +12.3% | +201.4% | -189.1% | -4.3% |
| 5Y | -68.8% | +568.9% | -637.7% | -72.2% |
| All | -39.0% | +846.6% | -885.7% | -29.2% |
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