+420.0%
VLO vs ALB
-61.7%
+481.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -13.3% | +9.1% | -22.4% | -14.6% |
| 30D | -18.3% | -3.4% | -14.9% | -18.0% |
| 3M | +14.3% | -20.6% | +34.9% | +18.1% |
| 6M | +47.6% | -48.2% | +95.8% | +63.3% |
| YTD | +116.0% | -29.2% | +145.2% | +123.0% |
| 1Y | +101.0% | +10.0% | +91.0% | +90.2% |
| 3Y | +199.0% | -12.9% | +211.9% | +175.4% |
| All | +420.0% | -61.7% | +481.7% | +448.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling