+560.5%
VLO vs ALM
+951.0%
-390.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +5.2% | -2.6% | +7.8% | +5.3% |
| 30D | +22.6% | +32.0% | -9.4% | +21.9% |
| 3M | +43.8% | -15.0% | +58.8% | +44.0% |
| 6M | +65.7% | -10.1% | +75.9% | +65.4% |
| YTD | +131.1% | +99.4% | +31.7% | +125.0% |
| 1Y | +143.6% | +316.4% | -172.7% | +132.7% |
| 3Y | +201.4% | +2,022.0% | -1,820.6% | +165.0% |
| All | +560.5% | +951.0% | -390.5% | +509.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling