+20,571.5%
VLO vs IT
+6,105.9%
+14,465.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.0% |
| 7D | +5.2% | -6.0% | +11.2% | +6.5% |
| 30D | +22.6% | 0.0% | +22.6% | +22.3% |
| 3M | +43.8% | +13.1% | +30.7% | +37.9% |
| 6M | +65.7% | +11.7% | +54.0% | +58.4% |
| YTD | +131.1% | -26.1% | +157.2% | +139.3% |
| 1Y | +143.6% | -21.3% | +164.9% | +147.4% |
| 3Y | +201.4% | -46.7% | +248.1% | +227.7% |
| 5Y | +568.9% | -40.5% | +609.4% | +597.7% |
| 10Y | +891.8% | +103.9% | +787.9% | +693.4% |
| All | +20,571.5% | +6,105.9% | +14,465.6% | +10,340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling