+22,131.6%
VLO vs ALB
+2,835.3%
+19,296.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +1.5% |
| 7D | +5.2% | -8.1% | +13.3% | +8.1% |
| 30D | +22.6% | +6.3% | +16.3% | +19.6% |
| 3M | +43.8% | -23.6% | +67.3% | +55.2% |
| 6M | +65.7% | -24.6% | +90.4% | +76.8% |
| YTD | +131.1% | -10.3% | +141.4% | +129.0% |
| 1Y | +143.6% | +61.5% | +82.2% | +92.1% |
| 3Y | +201.4% | -34.0% | +235.4% | +191.5% |
| 5Y | +568.9% | -44.6% | +613.5% | +535.0% |
| 10Y | +891.8% | +76.1% | +815.7% | +439.6% |
| All | +22,131.6% | +2,835.3% | +19,296.4% | +5,441.8% |
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