+479.2%
VLO vs COMP
-51.7%
+530.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +3.6% |
| 7D | -0.4% | +2.2% | -2.6% | -0.5% |
| 30D | -16.6% | +16.3% | -32.9% | -17.1% |
| 3M | +12.3% | -19.1% | +31.4% | +12.9% |
| 6M | +47.8% | +17.1% | +30.7% | +46.4% |
| YTD | +126.7% | -2.9% | +129.7% | +125.9% |
| 1Y | +105.4% | +8.8% | +96.6% | +103.2% |
| 3Y | +222.0% | +423.5% | -201.5% | +184.7% |
| 5Y | +449.8% | -10.5% | +460.3% | +410.9% |
| All | +479.2% | -51.7% | +530.9% | +466.4% |
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