+120.6%
VLO vs A
+24.4%
+96.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.0% | -6.7% | -5.7% |
| 7D | -6.0% | -2.4% | -3.6% | -6.2% |
| 30D | -12.9% | +3.6% | -16.5% | -12.5% |
| 3M | +18.3% | +27.5% | -9.1% | +21.2% |
| 6M | +46.4% | +58.5% | -12.0% | +52.7% |
| YTD | +127.7% | +31.2% | +96.6% | +140.7% |
| 1Y | +120.6% | +22.2% | +98.4% | +135.8% |
| All | +120.6% | +24.4% | +96.2% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling