+560.5%
VLO vs COMP
-31.2%
+591.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +5.2% | +1.4% | +3.8% | +5.2% |
| 30D | +22.6% | -13.3% | +35.9% | +23.2% |
| 3M | +43.8% | +41.1% | +2.7% | +41.6% |
| 6M | +65.7% | +17.2% | +48.6% | +64.1% |
| YTD | +131.1% | +5.2% | +125.9% | +129.9% |
| 1Y | +143.6% | +18.9% | +124.7% | +140.1% |
| 3Y | +201.4% | +215.9% | -14.5% | +174.8% |
| All | +560.5% | -31.2% | +591.7% | +572.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling