+869.5%
VLO vs FIVE
+477.5%
+392.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.2% |
| 7D | +5.2% | +4.3% | +0.9% | +4.1% |
| 30D | +22.6% | +12.5% | +10.1% | +18.8% |
| 3M | +43.8% | +31.2% | +12.5% | +34.0% |
| 6M | +65.7% | +14.4% | +51.4% | +57.6% |
| YTD | +131.1% | +33.9% | +97.2% | +110.7% |
| 1Y | +143.6% | +65.1% | +78.6% | +109.2% |
| 3Y | +201.4% | +49.0% | +152.4% | +148.3% |
| 5Y | +568.9% | +30.3% | +538.6% | +445.6% |
| All | +869.5% | +477.5% | +392.0% | +467.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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