+504.9%
VLO vs COMP
-52.0%
+556.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | -17.4% | +16.6% | -33.9% | -17.9% |
| 3M | +10.8% | -23.5% | +34.3% | +11.6% |
| 6M | +56.9% | +25.7% | +31.2% | +54.9% |
| YTD | +136.8% | -3.4% | +140.2% | +135.9% |
| 1Y | +120.7% | +7.6% | +113.1% | +118.4% |
| 3Y | +231.9% | +423.6% | -191.7% | +193.5% |
| 5Y | +479.0% | -10.6% | +489.6% | +437.9% |
| All | +504.9% | -52.0% | +556.8% | +491.6% |
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