+142.8%
VLO vs IRE
-97.8%
+240.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.5% | +16.6% | +3.1% |
| 7D | +6.8% | +11.1% | -4.4% | +6.7% |
| 30D | -17.9% | -75.2% | +57.3% | -17.7% |
| 3M | +13.5% | -86.4% | +99.9% | +13.7% |
| 6M | +53.0% | -94.8% | +147.9% | +52.8% |
| YTD | +133.7% | -93.3% | +227.0% | +126.8% |
| 1Y | +115.7% | -97.5% | +213.1% | +112.9% |
| All | +142.8% | -97.8% | +240.6% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling