+921.0%
VLO vs IT
+91.9%
+829.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | +6.2% | -9.1% | +15.4% | +9.4% |
| 30D | +23.5% | -12.2% | +35.7% | +28.2% |
| 3M | +53.9% | +7.8% | +46.0% | +45.6% |
| 6M | +81.7% | +2.0% | +79.7% | +73.4% |
| YTD | +142.5% | -32.7% | +175.2% | +167.9% |
| 1Y | +145.4% | -31.1% | +176.5% | +165.5% |
| 3Y | +197.3% | -52.1% | +249.4% | +258.0% |
| 5Y | +614.6% | -46.3% | +660.9% | +667.3% |
| All | +921.0% | +91.9% | +829.1% | +465.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling