+560.5%
VLO vs ALL
+118.4%
+442.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.4% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | +22.6% | -1.5% | +24.1% | +23.0% |
| 3M | +43.8% | +23.6% | +20.1% | +35.5% |
| 6M | +65.7% | +22.3% | +43.4% | +56.5% |
| YTD | +131.1% | +26.5% | +104.6% | +115.7% |
| 1Y | +143.6% | +27.0% | +116.6% | +126.8% |
| 3Y | +201.4% | +149.6% | +51.8% | +121.8% |
| All | +560.5% | +118.4% | +442.1% | +386.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling