+938.9%
VLO vs ALM
+3,082.3%
-2,143.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.7% |
| 7D | +6.2% | +3.6% | +2.6% | +6.2% |
| 30D | +23.5% | +33.8% | -10.3% | +22.6% |
| 3M | +53.9% | +14.8% | +39.1% | +53.0% |
| 6M | +81.7% | -7.0% | +88.6% | +81.0% |
| YTD | +142.5% | +108.1% | +34.4% | +136.1% |
| 1Y | +145.4% | +313.8% | -168.3% | +134.4% |
| 3Y | +197.3% | +2,227.6% | -2,030.3% | +165.4% |
| 5Y | +614.6% | +956.6% | -342.0% | +548.3% |
| 10Y | +938.9% | +3,082.3% | -2,143.4% | +787.4% |
| All | +938.9% | +3,082.3% | -2,143.4% | +787.4% |
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