+471.6%
VLO vs AR
+101.6%
+370.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.7% |
| 7D | +6.8% | +6.4% | +0.3% | +4.6% |
| 30D | -17.9% | +3.1% | -21.0% | -18.8% |
| 3M | +13.5% | +3.3% | +10.3% | +11.8% |
| 6M | +53.0% | +6.6% | +46.5% | +48.8% |
| YTD | +133.7% | +12.3% | +121.4% | +122.3% |
| 1Y | +115.7% | +12.3% | +103.3% | +104.8% |
| 3Y | +231.9% | +50.4% | +181.5% | +174.1% |
| 5Y | +471.6% | +101.0% | +370.6% | +324.8% |
| All | +471.6% | +101.6% | +370.0% | +324.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling