+560.5%
VLO vs ALB
-44.4%
+604.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +0.8% |
| 7D | +5.2% | -8.1% | +13.3% | +6.6% |
| 30D | +22.6% | +6.3% | +16.3% | +21.1% |
| 3M | +43.8% | -23.6% | +67.3% | +49.6% |
| 6M | +65.7% | -24.6% | +90.4% | +71.8% |
| YTD | +131.1% | -10.3% | +141.4% | +130.4% |
| 1Y | +143.6% | +61.5% | +82.2% | +115.0% |
| 3Y | +201.4% | -34.0% | +235.4% | +198.9% |
| All | +560.5% | -44.4% | +604.9% | +562.6% |
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