+743.6%
VLO vs ALM
+2,221.4%
-1,477.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +2.8% |
| 7D | -6.5% | +0.7% | -7.2% | -6.5% |
| 30D | -17.8% | -26.1% | +8.3% | -17.3% |
| 3M | +19.6% | -38.1% | +57.7% | +20.5% |
| 6M | +49.3% | -55.4% | +104.7% | +51.0% |
| YTD | +122.4% | -0.4% | +122.8% | +119.8% |
| 1Y | +107.4% | +25.4% | +82.1% | +103.8% |
| 3Y | +223.1% | +907.8% | -684.7% | +196.4% |
| 5Y | +432.2% | +440.2% | -7.9% | +392.1% |
| 10Y | +743.6% | +2,031.1% | -1,287.5% | +661.2% |
| All | +743.6% | +2,221.4% | -1,477.8% | +661.2% |
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