+103.3%
VLO vs M
+25.7%
+77.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +3.3% |
| 7D | -6.5% | +2.5% | -9.0% | -6.3% |
| 30D | -17.8% | +10.1% | -27.8% | -17.3% |
| 3M | +19.6% | -0.9% | +20.5% | +20.2% |
| 6M | +49.3% | +30.2% | +19.1% | +49.9% |
| YTD | +122.4% | +16.3% | +106.1% | +129.6% |
| All | +103.3% | +25.7% | +77.7% | +105.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling