+743.6%
VLO vs CAPR
-64.9%
+808.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.4% | -6.5% | +2.8% |
| 7D | -6.5% | +36.0% | -42.5% | -7.0% |
| 30D | -17.8% | +25.8% | -43.6% | -18.2% |
| 3M | +19.6% | +140.8% | -121.2% | +16.9% |
| 6M | +49.3% | -67.6% | +116.8% | +50.2% |
| YTD | +122.4% | -65.9% | +188.3% | +123.0% |
| 1Y | +107.4% | +66.1% | +41.3% | +90.2% |
| 3Y | +223.1% | +256.9% | -33.8% | +172.1% |
| 5Y | +432.2% | +172.1% | +260.1% | +342.5% |
| 10Y | +743.6% | -64.7% | +808.3% | +542.6% |
| All | +743.6% | -64.9% | +808.6% | +542.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling