+711.9%
VLO vs IR
+334.2%
+377.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +6.8% | +4.3% | +2.5% | +4.7% |
| 30D | -17.9% | +8.1% | -25.9% | -21.1% |
| 3M | +13.5% | +0.7% | +12.9% | +12.4% |
| 6M | +53.0% | +16.6% | +36.4% | +39.1% |
| YTD | +133.7% | +7.8% | +125.9% | +115.5% |
| 1Y | +115.7% | +9.9% | +105.8% | +96.2% |
| 3Y | +231.9% | +25.2% | +206.7% | +170.9% |
| 5Y | +471.6% | +46.8% | +424.8% | +310.8% |
| All | +711.9% | +334.2% | +377.7% | +248.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling