+16,337.7%
VLO vs M
+401.4%
+15,936.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.2% |
| 7D | -13.3% | -4.3% | -9.0% | -12.5% |
| 30D | -18.3% | +1.3% | -19.6% | -19.1% |
| 3M | +14.3% | -7.4% | +21.7% | +15.5% |
| 6M | +47.6% | +18.3% | +29.3% | +38.3% |
| YTD | +116.0% | +7.6% | +108.4% | +105.8% |
| 1Y | +101.0% | +17.4% | +83.6% | +86.5% |
| 3Y | +199.0% | +108.4% | +90.7% | +121.7% |
| 5Y | +419.0% | -10.6% | +429.7% | +349.4% |
| 10Y | +778.2% | -3.2% | +781.4% | +506.6% |
| All | +16,337.7% | +401.4% | +15,936.2% | +6,977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling