+687.6%
VLO vs IR
+332.9%
+354.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.1% |
| 7D | -0.4% | +1.1% | -1.5% | -1.0% |
| 30D | -16.6% | +7.6% | -24.2% | -19.7% |
| 3M | +12.3% | +0.1% | +12.2% | +11.5% |
| 6M | +47.8% | +14.0% | +33.9% | +35.9% |
| YTD | +126.7% | +7.5% | +119.3% | +109.3% |
| 1Y | +105.4% | +10.1% | +95.2% | +86.5% |
| 3Y | +222.0% | +24.9% | +197.1% | +163.1% |
| 5Y | +449.8% | +46.9% | +403.0% | +294.9% |
| All | +687.6% | +332.9% | +354.7% | +238.8% |
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