+145.4%
VLO vs ALL
+28.9%
+116.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +6.2% | -2.2% | +8.5% | +6.5% |
| 30D | +23.5% | -5.6% | +29.1% | +24.2% |
| 3M | +53.9% | +17.2% | +36.6% | +50.1% |
| 6M | +81.7% | +23.2% | +58.4% | +76.5% |
| YTD | +142.5% | +23.6% | +118.9% | +134.7% |
| 1Y | +145.4% | +29.2% | +116.3% | +136.8% |
| All | +145.4% | +28.9% | +116.6% | +136.8% |
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