+148.3%
VLO vs IT
-30.3%
+178.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -0.9% |
| 7D | +4.0% | -12.7% | +16.7% | +4.2% |
| 30D | +19.0% | -8.9% | +27.9% | +19.1% |
| 3M | +50.0% | +10.1% | +39.8% | +49.0% |
| 6M | +79.1% | +7.3% | +71.9% | +77.4% |
| YTD | +140.3% | -32.4% | +172.6% | +135.5% |
| 1Y | +148.3% | -26.6% | +175.0% | +141.6% |
| All | +148.3% | -30.3% | +178.7% | +141.6% |
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