+790.3%
VLO vs ALM
+2,100.8%
-1,310.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +1.1% |
| 7D | +9.6% | +1.2% | +8.4% | +9.6% |
| 30D | -17.4% | -19.3% | +1.9% | -17.1% |
| 3M | +10.8% | -40.6% | +51.4% | +11.7% |
| 6M | +56.9% | -57.9% | +114.9% | +59.0% |
| YTD | +136.8% | -6.7% | +143.5% | +134.3% |
| 1Y | +120.7% | +20.2% | +100.5% | +116.9% |
| 3Y | +231.9% | +879.4% | -647.5% | +204.2% |
| 5Y | +479.0% | +415.3% | +63.7% | +435.2% |
| All | +790.3% | +2,100.8% | -1,310.5% | +696.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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