+476.5%
V vs VLO
+779.3%
-302.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.9% | -7.5% | -2.3% |
| 7D | -0.4% | +6.8% | -7.1% | -2.0% |
| 30D | +6.3% | -17.9% | +24.2% | +11.0% |
| 3M | +17.2% | +13.5% | +3.6% | +12.6% |
| 6M | +29.2% | +53.0% | -23.8% | +14.7% |
| YTD | +20.8% | +133.7% | -112.9% | -4.9% |
| 1Y | +25.0% | +115.7% | -90.7% | +0.3% |
| 3Y | +75.3% | +231.9% | -156.6% | +21.3% |
| 5Y | +105.8% | +471.6% | -365.7% | +14.2% |
| All | +476.5% | +779.3% | -302.8% | +137.6% |
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