+1,278.8%
VLO vs ACWI
+330.0%
+948.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.3% |
| 7D | -13.3% | -2.4% | -11.0% | -10.9% |
| 30D | -18.3% | -5.2% | -13.1% | -13.3% |
| 3M | +14.3% | -4.8% | +19.2% | +20.5% |
| 6M | +47.6% | -1.3% | +48.9% | +47.2% |
| YTD | +116.0% | +8.4% | +107.6% | +87.8% |
| 1Y | +101.0% | +11.0% | +90.0% | +69.4% |
| 3Y | +199.0% | +70.6% | +128.5% | +44.4% |
| 5Y | +419.0% | +55.3% | +363.7% | +174.4% |
| 10Y | +778.2% | +223.2% | +555.0% | +89.1% |
| All | +1,278.8% | +330.0% | +948.8% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling