+454.5%
V vs VLO
+728.0%
-273.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +0.6% | -9.5% | +10.1% | +2.9% |
| 30D | +9.7% | -19.1% | +28.9% | +15.0% |
| 3M | +17.3% | +11.4% | +5.9% | +13.3% |
| 6M | +33.2% | +46.7% | -13.5% | +19.5% |
| YTD | +21.3% | +118.6% | -97.3% | -2.9% |
| 1Y | +27.3% | +99.9% | -72.5% | +4.1% |
| 3Y | +76.1% | +210.5% | -134.4% | +23.9% |
| 5Y | +103.5% | +432.7% | -329.2% | +14.9% |
| 10Y | +454.5% | +717.1% | -262.7% | +133.0% |
| All | +454.5% | +728.0% | -273.6% | +133.0% |
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