+790.3%
VLO vs M
-7.1%
+797.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | +9.6% | +7.0% | +2.6% | +7.6% |
| 30D | -17.4% | +8.9% | -26.3% | -19.7% |
| 3M | +10.8% | +4.5% | +6.3% | +8.4% |
| 6M | +56.9% | +36.2% | +20.7% | +41.6% |
| YTD | +136.8% | +15.1% | +121.7% | +121.5% |
| 1Y | +120.7% | +27.4% | +93.2% | +100.1% |
| 3Y | +231.9% | +160.1% | +71.8% | +127.7% |
| 5Y | +479.0% | -1.6% | +480.6% | +387.7% |
| All | +790.3% | -7.1% | +797.4% | +389.3% |
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