+420.0%
VLO vs B
+134.6%
+285.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -13.3% | +9.6% | -22.9% | -13.9% |
| 30D | -18.3% | +3.5% | -21.8% | -18.6% |
| 3M | +14.3% | -1.6% | +15.9% | +14.1% |
| 6M | +47.6% | -1.7% | +49.3% | +47.0% |
| YTD | +116.0% | -5.3% | +121.3% | +114.5% |
| 1Y | +101.0% | +27.2% | +73.8% | +90.6% |
| 3Y | +199.0% | +166.1% | +32.9% | +146.1% |
| All | +420.0% | +134.6% | +285.4% | +350.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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