+127.5%
VLO vs IRE
-98.0%
+225.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -33.9% | +30.1% | -3.7% |
| 7D | -8.7% | -57.1% | +48.5% | -8.5% |
| 30D | -16.2% | -84.4% | +68.2% | -16.0% |
| 3M | +16.2% | -85.0% | +101.1% | +16.3% |
| 6M | +39.8% | -95.2% | +135.0% | +39.5% |
| YTD | +119.0% | -93.9% | +212.9% | +112.6% |
| 1Y | +110.8% | -98.8% | +209.6% | +109.8% |
| All | +127.5% | -98.0% | +225.5% | +124.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling