+1,204.5%
VLO vs CAPR
-99.1%
+1,303.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +5.2% | -2.0% | +7.2% | +5.2% |
| 30D | +22.6% | +139.2% | -116.6% | +20.5% |
| 3M | +43.8% | -66.4% | +110.1% | +44.7% |
| 6M | +65.7% | -63.1% | +128.9% | +66.3% |
| YTD | +131.1% | -67.4% | +198.5% | +132.1% |
| 1Y | +143.6% | +58.2% | +85.4% | +127.6% |
| 3Y | +201.4% | +42.2% | +159.2% | +173.6% |
| 5Y | +568.9% | +87.3% | +481.6% | +495.8% |
| 10Y | +891.8% | -75.3% | +967.1% | +735.6% |
| All | +1,204.5% | -99.1% | +1,303.5% | +986.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling