+754.3%
VLO vs AR
+58.9%
+695.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.3% |
| 7D | -0.4% | +2.1% | -2.5% | -1.0% |
| 30D | -16.6% | +4.5% | -21.1% | -17.6% |
| 3M | +12.3% | +1.0% | +11.3% | +11.6% |
| 6M | +47.8% | +4.4% | +43.4% | +45.4% |
| YTD | +126.7% | +10.9% | +115.8% | +118.8% |
| 1Y | +105.4% | +8.6% | +96.8% | +99.0% |
| 3Y | +222.0% | +48.5% | +173.5% | +179.4% |
| 5Y | +449.8% | +95.7% | +354.1% | +332.4% |
| 10Y | +754.3% | +55.5% | +698.9% | +431.2% |
| All | +754.3% | +58.9% | +695.4% | +431.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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