+120.6%
VLO vs ALL
+42.7%
+77.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.6% | -6.2% |
| 7D | -6.0% | +7.5% | -13.5% | -7.2% |
| 30D | -12.9% | +19.7% | -32.6% | -15.6% |
| 3M | +18.3% | +2.9% | +15.4% | +16.7% |
| 6M | +46.4% | +23.5% | +22.9% | +41.2% |
| YTD | +127.7% | +31.1% | +96.6% | +118.2% |
| 1Y | +120.6% | +40.5% | +80.2% | +107.1% |
| All | +120.6% | +42.7% | +77.9% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling