+768.4%
VLO vs M
-4.2%
+772.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.2% |
| 7D | -13.3% | -4.3% | -9.0% | -12.5% |
| 30D | -18.3% | +1.3% | -19.6% | -19.0% |
| 3M | +14.3% | -7.4% | +21.7% | +15.5% |
| 6M | +47.6% | +18.3% | +29.3% | +38.3% |
| YTD | +116.0% | +7.6% | +108.4% | +105.8% |
| 1Y | +101.0% | +17.4% | +83.6% | +86.4% |
| 3Y | +199.0% | +108.4% | +90.7% | +118.6% |
| 5Y | +419.0% | -10.6% | +429.7% | +349.5% |
| All | +768.4% | -4.2% | +772.6% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling