+167.8%
VLO vs AS
+134.9%
+33.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -13.3% | +6.9% | -20.2% | -13.6% |
| 30D | -18.3% | +16.0% | -34.3% | -18.9% |
| 3M | +14.3% | -12.8% | +27.2% | +15.2% |
| 6M | +47.6% | -15.4% | +63.0% | +48.9% |
| YTD | +116.0% | -15.7% | +131.7% | +117.2% |
| 1Y | +101.0% | +6.1% | +94.9% | +95.2% |
| All | +167.8% | +134.9% | +33.0% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling