+43.3%
UPS vs VLO
+779.3%
-736.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.4% |
| 7D | -0.6% | +6.8% | -7.3% | -1.7% |
| 30D | +16.4% | -17.9% | +34.3% | +20.1% |
| 3M | +7.9% | +13.5% | -5.6% | +4.7% |
| 6M | +15.8% | +53.0% | -37.2% | +6.0% |
| YTD | +16.6% | +133.7% | -117.2% | -2.6% |
| 1Y | +22.3% | +115.7% | -93.4% | +3.7% |
| 3Y | -6.2% | +231.9% | -238.1% | -28.0% |
| 5Y | -34.4% | +471.6% | -506.0% | -55.7% |
| All | +43.3% | +779.3% | -736.0% | -16.1% |
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