+754.3%
VLO vs ACWI
+227.3%
+527.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.4% |
| 7D | -0.4% | -0.7% | +0.2% | +0.3% |
| 30D | -16.6% | -2.0% | -14.6% | -15.0% |
| 3M | +12.3% | -2.2% | +14.4% | +14.3% |
| 6M | +47.8% | +1.9% | +46.0% | +42.5% |
| YTD | +126.7% | +12.0% | +114.7% | +92.1% |
| 1Y | +105.4% | +12.5% | +92.8% | +72.9% |
| 3Y | +222.0% | +75.4% | +146.6% | +54.9% |
| 5Y | +449.8% | +61.5% | +388.3% | +189.8% |
| 10Y | +754.3% | +227.1% | +527.2% | +64.6% |
| All | +754.3% | +227.3% | +527.0% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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