+181.2%
VLO vs AS
+131.9%
+49.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.2% | +3.8% |
| 7D | -0.4% | -3.0% | +2.6% | -0.3% |
| 30D | -16.6% | +9.6% | -26.1% | -16.9% |
| 3M | +12.3% | -8.2% | +20.5% | +12.8% |
| 6M | +47.8% | -9.9% | +57.8% | +48.3% |
| YTD | +126.7% | -16.8% | +143.5% | +128.2% |
| 1Y | +105.4% | +3.0% | +102.4% | +100.0% |
| All | +181.2% | +131.9% | +49.2% | +148.4% |
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