+560.5%
VLO vs M
+27.3%
+533.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.4% |
| 7D | +5.2% | +4.7% | +0.5% | +4.4% |
| 30D | +22.6% | -9.6% | +32.2% | +24.5% |
| 3M | +43.8% | +0.9% | +42.9% | +43.0% |
| 6M | +65.7% | +22.3% | +43.5% | +58.9% |
| YTD | +131.1% | +6.5% | +124.6% | +126.4% |
| 1Y | +143.6% | +38.8% | +104.9% | +127.0% |
| 3Y | +201.4% | +115.9% | +85.5% | +148.4% |
| All | +560.5% | +27.3% | +533.2% | +467.5% |
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