+1,564.0%
VLO vs AR
-27.2%
+1,591.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +5.2% | +2.5% | +2.7% | +4.6% |
| 30D | +22.6% | +14.8% | +7.8% | +18.4% |
| 3M | +43.8% | +6.2% | +37.5% | +41.2% |
| 6M | +65.7% | +4.3% | +61.5% | +63.7% |
| YTD | +131.1% | +14.4% | +116.7% | +122.2% |
| 1Y | +143.6% | +21.3% | +122.3% | +130.0% |
| 3Y | +201.4% | +39.8% | +161.6% | +166.9% |
| 5Y | +568.9% | +142.1% | +426.8% | +406.7% |
| 10Y | +891.8% | +52.0% | +839.8% | +531.1% |
| All | +1,564.0% | -27.2% | +1,591.2% | +1,127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling