+131.0%
VLO vs IRE
-97.3%
+228.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.0% |
| 7D | -6.5% | -15.5% | +9.0% | -6.4% |
| 30D | -17.8% | -70.4% | +52.6% | -17.7% |
| 3M | +19.6% | -81.6% | +101.2% | +19.7% |
| 6M | +49.3% | -94.7% | +144.0% | +49.1% |
| YTD | +122.4% | -91.8% | +214.1% | +115.7% |
| 1Y | +107.4% | -97.6% | +205.0% | +105.2% |
| All | +131.0% | -97.3% | +228.3% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling