+20,450.2%
VLO vs ALL
+3,598.8%
+16,851.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.5% |
| 7D | -13.3% | -1.9% | -11.4% | -12.7% |
| 30D | -18.3% | +13.8% | -32.1% | -22.7% |
| 3M | +14.3% | -7.0% | +21.3% | +17.5% |
| 6M | +47.6% | +18.0% | +29.6% | +36.7% |
| YTD | +116.0% | +24.2% | +91.8% | +94.5% |
| 1Y | +101.0% | +31.2% | +69.8% | +76.7% |
| 3Y | +199.0% | +107.5% | +91.5% | +110.6% |
| 5Y | +419.0% | +144.8% | +274.2% | +231.8% |
| 10Y | +778.2% | +375.8% | +402.4% | +345.2% |
| All | +20,450.2% | +3,598.8% | +16,851.4% | +6,597.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling