+560.5%
VLO vs IR
+45.6%
+514.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | +5.2% | -2.8% | +8.0% | +6.1% |
| 30D | +22.6% | -15.1% | +37.7% | +28.6% |
| 3M | +43.8% | +6.1% | +37.7% | +39.8% |
| 6M | +65.7% | -16.8% | +82.6% | +73.7% |
| YTD | +131.1% | -3.5% | +134.6% | +127.7% |
| 1Y | +143.6% | -3.5% | +147.1% | +139.0% |
| 3Y | +201.4% | +9.5% | +191.9% | +174.6% |
| All | +560.5% | +45.6% | +514.9% | +425.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling