+101.0%
VLO vs COMP
+16.2%
+84.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.7% | -12.1% | -0.1% |
| 7D | -13.3% | +13.4% | -26.8% | -11.8% |
| 30D | -18.3% | +11.1% | -29.4% | -16.9% |
| 3M | +14.3% | -18.8% | +33.2% | +12.2% |
| 6M | +47.6% | +10.5% | +37.1% | +52.3% |
| YTD | +116.0% | -3.4% | +119.4% | +134.4% |
| 1Y | +101.0% | +19.7% | +81.3% | +106.8% |
| All | +101.0% | +16.2% | +84.9% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling