+99.9%
VLO vs A
+22.0%
+77.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.8% |
| 7D | -9.5% | +1.4% | -10.9% | -9.4% |
| 30D | -19.1% | +4.3% | -23.4% | -18.8% |
| 3M | +11.4% | +19.8% | -8.4% | +13.4% |
| 6M | +46.7% | +54.4% | -7.6% | +52.8% |
| YTD | +118.6% | +31.7% | +86.9% | +130.9% |
| 1Y | +99.9% | +22.4% | +77.4% | +112.7% |
| All | +99.9% | +22.0% | +77.9% | +112.7% |
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