+768.4%
VLO vs ACWI
+219.0%
+549.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | -13.3% | -2.4% | -11.0% | -11.2% |
| 30D | -18.3% | -5.2% | -13.1% | -13.7% |
| 3M | +14.3% | -4.8% | +19.2% | +19.9% |
| 6M | +47.6% | -1.3% | +48.9% | +47.2% |
| YTD | +116.0% | +8.4% | +107.6% | +89.6% |
| 1Y | +101.0% | +11.0% | +90.0% | +71.2% |
| 3Y | +199.0% | +70.6% | +128.5% | +48.1% |
| 5Y | +419.0% | +55.3% | +363.7% | +186.2% |
| All | +768.4% | +219.0% | +549.4% | +75.9% |
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