+473.2%
VLO vs M
-3.3%
+476.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +9.6% | +7.0% | +2.6% | +8.5% |
| 30D | -17.4% | +8.9% | -26.3% | -18.7% |
| 3M | +10.8% | +4.5% | +6.3% | +9.5% |
| 6M | +56.9% | +36.2% | +20.7% | +47.5% |
| YTD | +136.8% | +15.1% | +121.7% | +128.0% |
| 1Y | +120.7% | +27.4% | +93.2% | +108.2% |
| 3Y | +231.9% | +160.1% | +71.8% | +162.3% |
| All | +473.2% | -3.3% | +476.5% | +415.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling