+35,889.1%
VLO vs B
+803.7%
+35,085.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | +5.2% | -1.6% | +6.8% | +5.4% |
| 30D | +22.6% | +9.4% | +13.2% | +20.7% |
| 3M | +43.8% | +5.0% | +38.8% | +41.9% |
| 6M | +65.7% | -3.5% | +69.3% | +64.5% |
| YTD | +131.1% | +4.5% | +126.6% | +126.0% |
| 1Y | +143.6% | +67.8% | +75.9% | +121.1% |
| 3Y | +201.4% | +196.7% | +4.7% | +147.7% |
| 5Y | +568.9% | +151.9% | +417.0% | +456.0% |
| 10Y | +891.8% | +202.2% | +689.6% | +656.2% |
| All | +35,889.1% | +803.7% | +35,085.4% | +23,687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling