+900.2%
VLO vs ALL
+355.7%
+544.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.6% | +4.7% |
| 7D | +5.8% | -1.7% | +7.5% | +6.8% |
| 30D | +28.3% | -4.7% | +33.0% | +31.7% |
| 3M | +48.7% | +18.4% | +30.4% | +33.2% |
| 6M | +71.9% | +20.5% | +51.4% | +51.5% |
| YTD | +138.7% | +23.5% | +115.1% | +105.7% |
| 1Y | +148.5% | +29.0% | +119.5% | +107.4% |
| 3Y | +192.7% | +153.7% | +39.0% | +42.8% |
| 5Y | +601.6% | +114.8% | +486.8% | +262.3% |
| 10Y | +900.2% | +356.1% | +544.0% | +222.4% |
| All | +900.2% | +355.7% | +544.5% | +222.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling