+376.8%
V vs VLO
+902.9%
-526.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.5% |
| 7D | -1.1% | +5.8% | -6.8% | -2.5% |
| 30D | +1.9% | +28.3% | -26.5% | -4.3% |
| 3M | +15.5% | +48.7% | -33.2% | +4.3% |
| 6M | +16.6% | +71.9% | -55.3% | +0.7% |
| YTD | +5.7% | +138.7% | -132.9% | -16.4% |
| 1Y | +8.6% | +148.5% | -139.9% | -15.6% |
| 3Y | +52.5% | +192.7% | -140.2% | +10.3% |
| 5Y | +67.1% | +601.6% | -534.5% | -12.1% |
| 10Y | +376.8% | +900.2% | -523.4% | +106.1% |
| All | +376.8% | +902.9% | -526.1% | +106.1% |
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