+203.1%
VLO vs COMP
+309.8%
-106.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.2% | +4.3% | -3.9% |
| 7D | -8.7% | -1.8% | -6.9% | -8.6% |
| 30D | -16.2% | -0.8% | -15.5% | -16.2% |
| 3M | +16.2% | -28.1% | +44.3% | +16.0% |
| 6M | +39.8% | +27.0% | +12.8% | +39.5% |
| YTD | +119.0% | -12.8% | +131.7% | +121.8% |
| 1Y | +110.8% | +4.9% | +105.9% | +111.6% |
| All | +203.1% | +309.8% | -106.6% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling