+120.6%
VLO vs IT
-17.9%
+138.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.2% | -5.8% |
| 7D | -6.0% | -5.5% | -0.5% | -5.9% |
| 30D | -12.9% | +10.3% | -23.2% | -13.1% |
| 3M | +18.3% | +11.5% | +6.8% | +18.0% |
| 6M | +46.4% | +40.3% | +6.2% | +44.9% |
| YTD | +127.7% | -17.9% | +145.6% | +117.5% |
| 1Y | +120.6% | -8.8% | +129.4% | +111.2% |
| All | +120.6% | -17.9% | +138.5% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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