+702.7%
VLO vs IR
+288.5%
+414.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.6% |
| 7D | +5.2% | -2.8% | +8.0% | +6.6% |
| 30D | +22.6% | -15.1% | +37.7% | +32.4% |
| 3M | +43.8% | +6.1% | +37.7% | +37.8% |
| 6M | +65.7% | -16.8% | +82.6% | +75.9% |
| YTD | +131.1% | -3.5% | +134.6% | +125.9% |
| 1Y | +143.6% | -3.5% | +147.1% | +136.5% |
| 3Y | +201.4% | +9.5% | +191.9% | +162.9% |
| 5Y | +568.9% | +45.1% | +523.8% | +378.1% |
| All | +702.7% | +288.5% | +414.2% | +265.7% |
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