+202.4%
VLO vs FIVE
+50.0%
+152.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.6% |
| 7D | +5.2% | +4.3% | +0.9% | +4.7% |
| 30D | +22.6% | +12.5% | +10.1% | +20.8% |
| 3M | +43.8% | +31.2% | +12.5% | +39.0% |
| 6M | +65.7% | +14.4% | +51.4% | +61.7% |
| YTD | +131.1% | +33.9% | +97.2% | +120.0% |
| 1Y | +143.6% | +65.1% | +78.6% | +124.1% |
| All | +202.4% | +50.0% | +152.4% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling