+729.0%
VLO vs IR
+282.2%
+446.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +4.1% |
| 7D | +5.8% | +0.6% | +5.1% | +5.4% |
| 30D | +28.3% | -13.6% | +42.0% | +37.3% |
| 3M | +48.7% | +3.7% | +45.1% | +44.1% |
| 6M | +71.9% | -13.1% | +85.0% | +78.2% |
| YTD | +138.7% | -5.1% | +143.8% | +135.1% |
| 1Y | +148.5% | -6.5% | +154.9% | +145.0% |
| 3Y | +192.7% | +8.5% | +184.2% | +156.3% |
| 5Y | +601.6% | +43.3% | +558.3% | +404.4% |
| All | +729.0% | +282.2% | +446.8% | +280.5% |
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