+754.3%
VLO vs IT
+93.0%
+661.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.0% |
| 7D | -0.4% | -6.8% | +6.4% | +1.9% |
| 30D | -16.6% | -0.6% | -16.0% | -17.2% |
| 3M | +12.3% | +3.1% | +9.2% | +9.1% |
| 6M | +47.8% | +25.5% | +22.4% | +30.3% |
| YTD | +126.7% | -23.5% | +150.2% | +137.0% |
| 1Y | +105.4% | -16.6% | +122.0% | +106.4% |
| 3Y | +222.0% | -53.1% | +275.1% | +300.1% |
| 5Y | +449.8% | -41.4% | +491.3% | +477.1% |
| 10Y | +754.3% | +90.9% | +663.4% | +320.9% |
| All | +754.3% | +93.0% | +661.3% | +320.9% |
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