+191.2%
VLO vs MKTX
-25.2%
+216.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +4.0% | -0.2% | +4.1% | +4.0% |
| 30D | +19.0% | +0.8% | +18.2% | +18.9% |
| 3M | +50.0% | +41.1% | +8.8% | +47.9% |
| 6M | +79.1% | -9.5% | +88.7% | +79.0% |
| YTD | +140.3% | -8.7% | +149.0% | +140.2% |
| 1Y | +148.3% | -10.0% | +158.3% | +148.2% |
| All | +191.2% | -25.2% | +216.4% | +191.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling