+659.4%
VLO vs IR
+336.9%
+322.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.1% |
| 7D | -9.5% | +1.5% | -11.1% | -10.2% |
| 30D | -19.1% | +9.0% | -28.2% | -22.6% |
| 3M | +11.4% | -0.9% | +12.2% | +11.0% |
| 6M | +46.7% | +13.4% | +33.3% | +35.2% |
| YTD | +118.6% | +8.5% | +110.2% | +101.0% |
| 1Y | +99.9% | +11.3% | +88.6% | +80.7% |
| 3Y | +210.5% | +26.0% | +184.5% | +152.7% |
| 5Y | +432.7% | +47.9% | +384.8% | +281.5% |
| All | +659.4% | +336.9% | +322.5% | +225.4% |
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