+2,517.8%
VLO vs FIVE
+868.1%
+1,649.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -1.1% |
| 7D | +5.2% | +4.3% | +0.9% | +4.2% |
| 30D | +22.6% | +12.5% | +10.1% | +19.1% |
| 3M | +43.8% | +31.2% | +12.5% | +34.9% |
| 6M | +65.7% | +14.4% | +51.4% | +58.4% |
| YTD | +131.1% | +33.9% | +97.2% | +112.6% |
| 1Y | +143.6% | +65.1% | +78.6% | +112.4% |
| 3Y | +201.4% | +49.0% | +152.4% | +152.7% |
| 5Y | +568.9% | +30.3% | +538.6% | +456.0% |
| 10Y | +891.8% | +481.1% | +410.7% | +482.4% |
| All | +2,517.8% | +868.1% | +1,649.7% | +1,310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling