+143.6%
VLO vs MKTX
-8.5%
+152.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +0.4% | +4.8% | +5.2% |
| 30D | +22.6% | +1.1% | +21.5% | +22.5% |
| 3M | +43.8% | +36.1% | +7.7% | +41.5% |
| 6M | +65.7% | -12.9% | +78.6% | +66.8% |
| YTD | +131.1% | -8.5% | +139.6% | +134.4% |
| 1Y | +143.6% | -7.5% | +151.2% | +150.6% |
| All | +143.6% | -8.5% | +152.1% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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