+924.9%
VLO vs MKTX
+5.0%
+919.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +18.2% | +0.7% | +17.5% | +18.2% |
| 3M | +53.3% | +40.8% | +12.5% | +48.9% |
| 6M | +70.4% | -8.0% | +78.4% | +71.1% |
| YTD | +143.4% | -8.7% | +152.1% | +144.2% |
| 1Y | +153.0% | -11.8% | +164.8% | +154.4% |
| 3Y | +195.0% | -24.0% | +219.0% | +197.1% |
| 5Y | +618.8% | -60.3% | +679.1% | +658.7% |
| All | +924.9% | +5.0% | +919.8% | +777.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling