+768.4%
VLO vs FIVE
+563.4%
+205.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -13.3% | -0.3% | -13.0% | -13.4% |
| 30D | -18.3% | +17.7% | -36.0% | -21.6% |
| 3M | +14.3% | +4.0% | +10.4% | +12.4% |
| 6M | +47.6% | +2.6% | +45.0% | +44.6% |
| YTD | +116.0% | +27.6% | +88.4% | +98.2% |
| 1Y | +101.0% | +59.9% | +41.1% | +73.7% |
| 3Y | +199.0% | +35.8% | +163.2% | +151.8% |
| 5Y | +419.0% | +14.4% | +404.6% | +341.0% |
| All | +768.4% | +563.4% | +205.0% | +391.1% |
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