+120.6%
VLO vs IR
+11.7%
+108.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.8% |
| 7D | -6.0% | +11.6% | -17.5% | -4.6% |
| 30D | -12.9% | +7.2% | -20.0% | -12.0% |
| 3M | +18.3% | -5.9% | +24.2% | +17.6% |
| 6M | +46.4% | +11.5% | +35.0% | +49.4% |
| YTD | +127.7% | +6.3% | +121.4% | +130.7% |
| 1Y | +120.6% | +9.1% | +111.5% | +125.1% |
| All | +120.6% | +11.7% | +108.9% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling