+420.0%
VLO vs ALL
+143.1%
+276.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.2% |
| 7D | -13.3% | -1.9% | -11.4% | -13.0% |
| 30D | -18.3% | +13.8% | -32.1% | -21.2% |
| 3M | +14.3% | -7.0% | +21.3% | +16.2% |
| 6M | +47.6% | +18.0% | +29.6% | +40.5% |
| YTD | +116.0% | +24.2% | +91.8% | +101.9% |
| 1Y | +101.0% | +31.2% | +69.8% | +84.8% |
| 3Y | +199.0% | +107.5% | +91.5% | +132.9% |
| All | +420.0% | +143.1% | +276.9% | +263.5% |
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