+3,529.9%
VLO vs MKTX
+1,445.1%
+2,084.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.2% | +0.3% | +6.0% | +6.2% |
| 30D | +23.5% | +1.0% | +22.5% | +23.2% |
| 3M | +53.9% | +40.8% | +13.1% | +40.9% |
| 6M | +81.7% | -10.9% | +92.6% | +84.4% |
| YTD | +142.5% | -8.6% | +151.1% | +144.0% |
| 1Y | +145.4% | -11.6% | +157.0% | +148.4% |
| 3Y | +197.3% | -24.5% | +221.9% | +202.6% |
| 5Y | +614.6% | -60.7% | +675.3% | +722.3% |
| 10Y | +938.9% | +5.1% | +933.7% | +745.8% |
| All | +3,529.9% | +1,445.1% | +2,084.8% | +977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling