+108.3%
V vs VLO
+476.5%
-368.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +0.9% | +9.6% | -8.7% | -0.2% |
| 30D | +9.0% | -17.4% | +26.4% | +11.4% |
| 3M | +16.7% | +10.8% | +6.0% | +14.7% |
| 6M | +33.4% | +56.9% | -23.5% | +24.9% |
| YTD | +22.4% | +136.8% | -114.4% | +7.4% |
| 1Y | +27.7% | +120.7% | -93.0% | +13.1% |
| 3Y | +78.0% | +231.9% | -153.9% | +45.0% |
| All | +108.3% | +476.5% | -368.2% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling