+20,676.2%
VLO vs ALB
+2,214.8%
+18,461.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -13.3% | +9.1% | -22.4% | -15.9% |
| 30D | -18.3% | -3.4% | -14.9% | -17.9% |
| 3M | +14.3% | -20.6% | +34.9% | +21.6% |
| 6M | +47.6% | -48.2% | +95.8% | +78.6% |
| YTD | +116.0% | -29.2% | +145.2% | +128.9% |
| 1Y | +101.0% | +10.0% | +91.0% | +81.5% |
| 3Y | +199.0% | -12.9% | +211.9% | +157.9% |
| 5Y | +419.0% | -61.3% | +480.3% | +456.5% |
| 10Y | +778.2% | +35.8% | +742.4% | +416.4% |
| All | +20,676.2% | +2,214.8% | +18,461.4% | +5,439.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling