+743.6%
VLO vs ALL
+367.3%
+376.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.2% |
| 7D | -6.5% | -3.9% | -2.6% | -4.5% |
| 30D | -17.8% | +10.6% | -28.4% | -22.8% |
| 3M | +19.6% | -4.6% | +24.1% | +22.2% |
| 6M | +49.3% | +20.2% | +29.1% | +31.8% |
| YTD | +122.4% | +23.7% | +98.7% | +90.8% |
| 1Y | +107.4% | +27.9% | +79.6% | +74.0% |
| 3Y | +223.1% | +109.2% | +113.9% | +81.9% |
| 5Y | +432.2% | +148.0% | +284.2% | +140.6% |
| 10Y | +743.6% | +363.8% | +379.9% | +175.5% |
| All | +743.6% | +367.3% | +376.3% | +175.5% |
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