+14,217.2%
VLO vs AU
+793.6%
+13,423.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | +5.2% | -3.6% | +8.9% | +5.7% |
| 30D | +22.6% | +23.9% | -1.3% | +18.8% |
| 3M | +43.8% | +19.1% | +24.7% | +39.4% |
| 6M | +65.7% | -0.2% | +65.9% | +62.7% |
| YTD | +131.1% | +32.5% | +98.6% | +116.8% |
| 1Y | +143.6% | +96.9% | +46.7% | +114.7% |
| 3Y | +201.4% | +614.7% | -413.4% | +112.8% |
| 5Y | +568.9% | +647.7% | -78.8% | +357.4% |
| 10Y | +891.8% | +679.2% | +212.6% | +495.3% |
| All | +14,217.2% | +793.6% | +13,423.5% | +7,172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling