+790.3%
VLO vs ALL
+377.9%
+412.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +9.6% | +5.0% | +4.6% | +6.5% |
| 30D | -17.4% | +13.3% | -30.7% | -23.6% |
| 3M | +10.8% | +3.2% | +7.6% | +8.2% |
| 6M | +56.9% | +25.3% | +31.6% | +35.2% |
| YTD | +136.8% | +30.5% | +106.3% | +96.8% |
| 1Y | +120.7% | +29.2% | +91.5% | +84.3% |
| 3Y | +231.9% | +119.1% | +112.8% | +82.0% |
| 5Y | +479.0% | +162.6% | +316.4% | +152.5% |
| All | +790.3% | +377.9% | +412.4% | +185.9% |
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