+231.9%
VLO vs ALM
+909.2%
-677.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.7% | -6.4% | +1.3% |
| 7D | +9.6% | +1.2% | +8.4% | +9.6% |
| 30D | -17.4% | -19.3% | +1.9% | -17.3% |
| 3M | +10.8% | -40.6% | +51.4% | +10.9% |
| 6M | +56.9% | -57.9% | +114.9% | +57.6% |
| YTD | +136.8% | -6.7% | +143.5% | +133.6% |
| 1Y | +120.7% | +20.2% | +100.5% | +117.2% |
| 3Y | +231.9% | +879.4% | -647.5% | +224.3% |
| All | +231.9% | +909.2% | -677.3% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling