+192.7%
VLO vs IT
-51.4%
+244.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.4% | +10.7% | +4.0% |
| 7D | +5.8% | -9.1% | +14.9% | +6.7% |
| 30D | +28.3% | -7.0% | +35.3% | +29.0% |
| 3M | +48.7% | +7.6% | +41.1% | +46.6% |
| 6M | +71.9% | +2.1% | +69.8% | +69.7% |
| YTD | +138.7% | -31.6% | +170.2% | +148.1% |
| 1Y | +148.5% | -29.9% | +178.4% | +156.3% |
| 3Y | +192.7% | -51.3% | +243.9% | +252.4% |
| All | +192.7% | -51.4% | +244.0% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling