+672.5%
VLO vs IR
+342.0%
+330.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +0.8% |
| 7D | -6.5% | +5.0% | -11.5% | -8.6% |
| 30D | -17.8% | +10.3% | -28.1% | -21.8% |
| 3M | +19.6% | -0.1% | +19.7% | +18.8% |
| 6M | +49.3% | +14.8% | +34.5% | +36.8% |
| YTD | +122.4% | +9.7% | +112.6% | +103.4% |
| 1Y | +107.4% | +12.2% | +95.2% | +86.8% |
| 3Y | +223.1% | +30.0% | +193.1% | +158.7% |
| 5Y | +432.2% | +46.8% | +385.4% | +283.4% |
| All | +672.5% | +342.0% | +330.4% | +229.1% |
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 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