+1,455.1%
VLO vs AR
-33.4%
+1,488.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.2% |
| 7D | -13.3% | -14.3% | +0.9% | -9.9% |
| 30D | -18.3% | +1.4% | -19.7% | -18.6% |
| 3M | +14.3% | +3.4% | +11.0% | +13.1% |
| 6M | +47.6% | -2.1% | +49.7% | +47.7% |
| YTD | +116.0% | +4.7% | +111.3% | +111.8% |
| 1Y | +101.0% | +10.6% | +90.4% | +94.2% |
| 3Y | +199.0% | +24.6% | +174.4% | +172.8% |
| 5Y | +419.0% | +71.9% | +347.2% | +325.9% |
| 10Y | +778.2% | +46.4% | +731.8% | +465.9% |
| All | +1,455.1% | -33.4% | +1,488.4% | +1,069.9% |
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