+869.5%
VLO vs ALK
-35.2%
+904.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | +22.6% | -19.2% | +41.8% | +31.2% |
| 3M | +43.8% | -1.5% | +45.3% | +41.1% |
| 6M | +65.7% | -13.1% | +78.8% | +64.5% |
| YTD | +131.1% | -16.4% | +147.5% | +130.7% |
| 1Y | +143.6% | -33.1% | +176.7% | +162.9% |
| 3Y | +201.4% | +0.6% | +200.8% | +150.7% |
| 5Y | +568.9% | -26.4% | +595.3% | +511.0% |
| All | +869.5% | -35.2% | +904.7% | +665.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling