+193.6%
VLO vs AS
+123.4%
+70.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +9.6% | -4.9% | +14.5% | +9.8% |
| 30D | -17.4% | +3.9% | -21.3% | -17.6% |
| 3M | +10.8% | -9.6% | +20.4% | +11.3% |
| 6M | +56.9% | -8.7% | +65.6% | +57.0% |
| YTD | +136.8% | -19.8% | +156.6% | +138.6% |
| 1Y | +120.7% | -1.5% | +122.2% | +115.5% |
| All | +193.6% | +123.4% | +70.2% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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