+5,748.3%
VLO vs ITOT
+891.2%
+4,857.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.8% | +4.0% |
| 7D | +5.8% | +0.7% | +5.1% | +4.9% |
| 30D | +28.3% | -1.1% | +29.4% | +30.0% |
| 3M | +48.7% | +3.9% | +44.9% | +40.8% |
| 6M | +71.9% | +14.7% | +57.2% | +41.1% |
| YTD | +138.7% | +13.3% | +125.3% | +98.7% |
| 1Y | +148.5% | +19.1% | +129.3% | +93.4% |
| 3Y | +192.7% | +77.3% | +115.3% | +33.6% |
| 5Y | +601.6% | +74.1% | +527.6% | +212.8% |
| 10Y | +900.2% | +293.1% | +607.0% | +51.7% |
| All | +5,748.3% | +891.2% | +4,857.1% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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