+120.6%
VLO vs AU
+42.5%
+78.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +8.0% | -13.7% | -4.9% |
| 7D | -6.0% | +0.8% | -6.7% | -5.6% |
| 30D | -12.9% | -7.0% | -5.9% | -13.1% |
| 3M | +18.3% | +8.5% | +9.8% | +20.0% |
| 6M | +46.4% | -1.3% | +47.7% | +48.1% |
| YTD | +127.7% | +6.8% | +121.0% | +123.8% |
| 1Y | +120.6% | +44.6% | +76.0% | +107.8% |
| All | +120.6% | +42.5% | +78.1% | +107.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling