+869.5%
VLO vs ACWI
+226.7%
+642.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +0.5% | +4.7% | +4.6% |
| 30D | +22.6% | +0.9% | +21.7% | +21.3% |
| 3M | +43.8% | +2.4% | +41.4% | +39.0% |
| 6M | +65.7% | +12.4% | +53.4% | +41.4% |
| YTD | +131.1% | +15.2% | +115.9% | +91.0% |
| 1Y | +143.6% | +22.7% | +120.9% | +86.0% |
| 3Y | +201.4% | +75.8% | +125.6% | +46.0% |
| 5Y | +568.9% | +67.7% | +501.2% | +239.1% |
| All | +869.5% | +226.7% | +642.8% | +110.6% |
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