+2,637.3%
VLO vs INDA
+115.1%
+2,522.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +0.7% | +4.5% | +4.8% |
| 30D | +22.6% | -0.8% | +23.4% | +23.1% |
| 3M | +43.8% | +3.9% | +39.8% | +40.0% |
| 6M | +65.7% | -0.7% | +66.5% | +63.9% |
| YTD | +131.1% | -7.7% | +138.8% | +138.6% |
| 1Y | +143.6% | -5.1% | +148.7% | +146.7% |
| 3Y | +201.4% | +13.6% | +187.7% | +167.9% |
| 5Y | +568.9% | +7.8% | +561.1% | +510.6% |
| 10Y | +891.8% | +84.6% | +807.2% | +534.4% |
| All | +2,637.3% | +115.1% | +2,522.2% | +1,555.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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