+1,469.2%
VLO vs ALM
+7,705.7%
-6,236.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +5.2% | -2.6% | +7.8% | +5.2% |
| 30D | +22.6% | +32.0% | -9.4% | +22.5% |
| 3M | +43.8% | -15.0% | +58.8% | +43.8% |
| 6M | +65.7% | -10.1% | +75.9% | +65.7% |
| YTD | +131.1% | +99.4% | +31.7% | +130.5% |
| 1Y | +143.6% | +316.4% | -172.7% | +142.6% |
| 3Y | +201.4% | +2,022.0% | -1,820.6% | +198.5% |
| 5Y | +568.9% | +941.2% | -372.3% | +563.1% |
| 10Y | +891.8% | +2,950.3% | -2,058.5% | +880.0% |
| All | +1,469.2% | +7,705.7% | -6,236.6% | +1,425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling