+790.3%
VLO vs ALB
+32.4%
+758.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +9.6% | -5.8% | +15.4% | +11.3% |
| 30D | -17.4% | -4.5% | -12.9% | -16.8% |
| 3M | +10.8% | -28.1% | +38.8% | +19.4% |
| 6M | +56.9% | -53.2% | +110.1% | +88.0% |
| YTD | +136.8% | -33.3% | +170.1% | +151.8% |
| 1Y | +120.7% | -17.4% | +138.1% | +119.9% |
| 3Y | +231.9% | -14.1% | +246.1% | +193.6% |
| 5Y | +479.0% | -64.0% | +543.0% | +544.3% |
| All | +790.3% | +32.4% | +758.0% | +365.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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