+432.2%
VLO vs COMP
-13.7%
+445.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.8% |
| 7D | -6.5% | +14.5% | -21.0% | -6.9% |
| 30D | -17.8% | +14.9% | -32.7% | -18.2% |
| 3M | +19.6% | -14.2% | +33.8% | +20.0% |
| 6M | +49.3% | +23.7% | +25.5% | +47.6% |
| YTD | +122.4% | +2.1% | +120.3% | +121.4% |
| 1Y | +107.4% | +26.2% | +81.2% | +104.1% |
| 3Y | +223.1% | +470.9% | -247.8% | +185.7% |
| 5Y | +432.2% | -14.0% | +446.2% | +401.3% |
| All | +432.2% | -13.7% | +445.9% | +401.3% |
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