+259.3%
UPS vs VLO
+16,218.5%
-15,959.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.6% |
| 7D | +3.8% | +9.6% | -5.8% | +2.1% |
| 30D | +17.4% | -17.4% | +34.7% | +20.9% |
| 3M | +8.2% | +10.8% | -2.6% | +5.6% |
| 6M | +17.9% | +56.9% | -39.0% | +7.7% |
| YTD | +18.7% | +136.8% | -118.1% | -0.2% |
| 1Y | +24.8% | +120.7% | -95.9% | +6.2% |
| 3Y | -4.5% | +231.9% | -236.5% | -25.7% |
| 5Y | -33.2% | +479.0% | -512.2% | -54.1% |
| 10Y | +44.2% | +792.2% | -747.9% | -14.2% |
| All | +259.3% | +16,218.5% | -15,959.2% | +43.2% |
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