+29.3%
V vs VLO
+120.8%
-91.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -5.8% | +9.6% | +3.7% |
| 7D | +9.0% | -6.0% | +14.9% | +8.8% |
| 30D | +18.1% | -12.9% | +31.0% | +17.9% |
| 3M | +18.3% | +18.3% | 0.0% | +18.2% |
| 6M | +34.1% | +46.4% | -12.3% | +34.3% |
| YTD | +25.2% | +127.7% | -102.5% | +28.3% |
| 1Y | +29.3% | +120.6% | -91.3% | +30.9% |
| All | +29.3% | +120.8% | -91.4% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling