+255.0%
UPS vs VLO
+14,967.5%
-14,712.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +1.7% | -9.5% | +11.3% | +3.5% |
| 30D | +17.4% | -19.1% | +36.6% | +21.5% |
| 3M | +7.7% | +11.4% | -3.6% | +5.0% |
| 6M | +13.8% | +46.7% | -32.9% | +5.2% |
| YTD | +17.3% | +118.6% | -101.4% | 0.0% |
| 1Y | +27.2% | +99.9% | -72.7% | +10.1% |
| 3Y | -5.6% | +210.5% | -216.1% | -25.7% |
| 5Y | -33.5% | +432.7% | -466.2% | -53.6% |
| 10Y | +43.7% | +717.1% | -673.4% | -13.2% |
| All | +255.0% | +14,967.5% | -14,712.5% | +43.5% |
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 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