+72.2%
V vs VLO
+567.8%
-495.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +5.2% | -6.9% | -2.4% |
| 30D | +2.0% | +22.6% | -20.6% | -0.9% |
| 3M | +17.4% | +43.8% | -26.4% | +11.5% |
| 6M | +17.5% | +65.7% | -48.2% | +8.9% |
| YTD | +7.6% | +131.1% | -123.5% | -5.4% |
| 1Y | +7.7% | +143.6% | -135.9% | -6.5% |
| 3Y | +54.7% | +201.4% | -146.7% | +27.2% |
| All | +72.2% | +567.8% | -495.6% | +16.8% |
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