+115.7%
VLO vs ALM
+7.9%
+107.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.5% | +9.6% | +3.1% |
| 7D | +6.8% | -4.0% | +10.8% | +6.8% |
| 30D | -17.9% | -30.5% | +12.7% | -18.0% |
| 3M | +13.5% | -46.9% | +60.5% | +13.2% |
| 6M | +53.0% | -65.5% | +118.5% | +53.5% |
| YTD | +133.7% | -13.4% | +147.1% | +120.3% |
| 1Y | +115.7% | +9.8% | +105.9% | +107.4% |
| All | +115.7% | +7.9% | +107.7% | +107.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling