+105.4%
VLO vs IT
-15.3%
+120.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +3.6% |
| 7D | -0.4% | -6.8% | +6.4% | -0.3% |
| 30D | -16.6% | -0.6% | -16.0% | -16.6% |
| 3M | +12.3% | +3.1% | +9.2% | +12.1% |
| 6M | +47.8% | +25.5% | +22.4% | +46.1% |
| YTD | +126.7% | -23.5% | +150.2% | +120.1% |
| 1Y | +105.4% | -16.6% | +122.0% | +95.9% |
| All | +105.4% | -15.3% | +120.6% | +95.9% |
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 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