+231.9%
VLO vs IR
+25.2%
+206.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +9.6% | +2.5% | +7.1% | +9.0% |
| 30D | -17.4% | +9.2% | -26.5% | -19.0% |
| 3M | +10.8% | +0.9% | +9.8% | +10.5% |
| 6M | +56.9% | +19.2% | +37.7% | +48.9% |
| YTD | +136.8% | +7.5% | +129.3% | +127.4% |
| 1Y | +120.7% | +11.7% | +108.9% | +108.0% |
| 3Y | +231.9% | +23.9% | +208.0% | +200.4% |
| All | +231.9% | +25.2% | +206.7% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling