+120.6%
VLO vs IRE
-97.6%
+218.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -23.2% | +17.5% | -5.8% |
| 7D | -6.0% | -46.8% | +40.9% | -6.1% |
| 30D | -12.9% | -75.5% | +62.6% | -13.1% |
| 3M | +18.3% | -79.4% | +97.8% | +18.0% |
| 6M | +46.4% | -91.3% | +137.7% | +44.8% |
| YTD | +127.7% | -90.8% | +218.6% | +120.8% |
| 1Y | +120.6% | -97.7% | +218.3% | +117.1% |
| All | +120.6% | -97.6% | +218.2% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling