+922.6%
VLO vs A
+241.5%
+681.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +5.9% | +4.3% |
| 7D | +5.8% | -2.1% | +7.8% | +6.5% |
| 30D | +28.3% | +0.6% | +27.7% | +27.8% |
| 3M | +48.7% | +10.9% | +37.9% | +42.0% |
| 6M | +71.9% | +28.2% | +43.8% | +52.6% |
| YTD | +138.7% | +8.6% | +130.1% | +126.4% |
| 1Y | +148.5% | +15.5% | +132.9% | +127.6% |
| 3Y | +192.7% | +31.8% | +160.9% | +142.7% |
| 5Y | +601.6% | -14.9% | +616.5% | +607.1% |
| All | +922.6% | +241.5% | +681.1% | +378.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling