+1,474.2%
VLO vs AR
-30.5%
+1,504.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.2% |
| 7D | -9.5% | -5.8% | -3.8% | -8.1% |
| 30D | -19.1% | +4.8% | -24.0% | -20.1% |
| 3M | +11.4% | +1.5% | +9.8% | +10.6% |
| 6M | +46.7% | +4.7% | +42.0% | +44.4% |
| YTD | +118.6% | +9.2% | +109.4% | +112.1% |
| 1Y | +99.9% | +11.2% | +88.7% | +92.8% |
| 3Y | +210.5% | +46.2% | +164.2% | +172.4% |
| 5Y | +432.7% | +98.1% | +334.6% | +323.1% |
| 10Y | +717.1% | +54.5% | +662.6% | +419.9% |
| All | +1,474.2% | -30.5% | +1,504.7% | +1,071.7% |
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