+717.1%
VLO vs M
-3.0%
+720.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -9.5% | +5.0% | -14.6% | -10.9% |
| 30D | -19.1% | +10.6% | -29.8% | -21.7% |
| 3M | +11.4% | +1.6% | +9.8% | +9.8% |
| 6M | +46.7% | +30.8% | +15.9% | +33.8% |
| YTD | +118.6% | +16.9% | +101.7% | +103.8% |
| 1Y | +99.9% | +26.3% | +73.6% | +81.8% |
| 3Y | +210.5% | +158.6% | +51.9% | +113.5% |
| 5Y | +432.7% | +2.1% | +430.6% | +343.7% |
| 10Y | +717.1% | -4.3% | +721.5% | +341.6% |
| All | +717.1% | -3.0% | +720.2% | +341.6% |
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