+195.5%
VLO vs ALB
-29.2%
+224.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +0.6% |
| 7D | +5.2% | -8.1% | +13.3% | +6.4% |
| 30D | +22.6% | +6.3% | +16.3% | +21.4% |
| 3M | +43.8% | -23.6% | +67.3% | +48.7% |
| 6M | +65.7% | -24.6% | +90.4% | +71.0% |
| YTD | +131.1% | -10.3% | +141.4% | +130.5% |
| 1Y | +143.6% | +61.5% | +82.2% | +118.7% |
| All | +195.5% | -29.2% | +224.6% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling