+650.2%
VLO vs IR
+322.3%
+327.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.0% |
| 7D | -13.3% | +3.7% | -17.0% | -14.8% |
| 30D | -18.3% | +7.4% | -25.8% | -21.3% |
| 3M | +14.3% | -5.9% | +20.3% | +16.9% |
| 6M | +47.6% | +5.6% | +42.1% | +40.8% |
| YTD | +116.0% | +4.8% | +111.1% | +101.8% |
| 1Y | +101.0% | +6.9% | +94.1% | +85.2% |
| 3Y | +199.0% | +27.6% | +171.5% | +140.9% |
| 5Y | +419.0% | +45.8% | +373.2% | +273.1% |
| All | +650.2% | +322.3% | +327.9% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling