+451.7%
VLO vs COMP
-52.0%
+503.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.1% | -1.7% |
| 7D | -13.3% | +13.4% | -26.8% | -13.7% |
| 30D | -18.3% | +11.1% | -29.4% | -18.7% |
| 3M | +14.3% | -18.8% | +33.2% | +15.0% |
| 6M | +47.6% | +10.5% | +37.1% | +46.5% |
| YTD | +116.0% | -3.4% | +119.4% | +115.2% |
| 1Y | +101.0% | +19.7% | +81.3% | +97.8% |
| 3Y | +199.0% | +381.6% | -182.6% | +165.7% |
| 5Y | +419.0% | -17.6% | +436.6% | +385.3% |
| All | +451.7% | -52.0% | +503.7% | +439.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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