+99.1%
V vs VLO
+412.5%
-313.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +2.2% | -13.3% | +15.5% | +3.9% |
| 30D | +13.6% | -18.3% | +31.9% | +16.1% |
| 3M | +14.3% | +14.3% | 0.0% | +11.8% |
| 6M | +33.1% | +47.6% | -14.5% | +25.5% |
| YTD | +21.2% | +116.0% | -94.7% | +7.7% |
| 1Y | +26.4% | +101.0% | -74.6% | +13.3% |
| 3Y | +77.6% | +199.0% | -121.4% | +46.8% |
| All | +99.1% | +412.5% | -313.4% | +41.9% |
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