+768.4%
VLO vs CAPR
-68.5%
+837.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.0% | -1.4% |
| 7D | -13.3% | +41.1% | -54.4% | -13.9% |
| 30D | -18.3% | +11.1% | -29.4% | -18.6% |
| 3M | +14.3% | +115.3% | -101.0% | +12.0% |
| 6M | +47.6% | -73.8% | +121.5% | +49.2% |
| YTD | +116.0% | -68.8% | +184.8% | +116.9% |
| 1Y | +101.0% | +43.3% | +57.7% | +85.1% |
| 3Y | +199.0% | +214.7% | -15.7% | +152.9% |
| 5Y | +419.0% | +141.3% | +277.8% | +333.1% |
| All | +768.4% | -68.5% | +837.0% | +567.5% |
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