+124.4%
VLO vs IRE
-97.2%
+221.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +39.6% | -40.9% | -1.5% |
| 7D | -13.3% | -27.2% | +13.9% | -13.2% |
| 30D | -18.3% | -75.1% | +56.8% | -18.3% |
| 3M | +14.3% | -77.9% | +92.2% | +14.3% |
| 6M | +47.6% | -94.6% | +142.2% | +47.5% |
| YTD | +116.0% | -91.5% | +207.5% | +109.4% |
| 1Y | +101.0% | -97.8% | +198.8% | +99.1% |
| All | +124.4% | -97.2% | +221.6% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling