+471.6%
VLO vs MSCI
+7.0%
+464.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.3% |
| 7D | +6.8% | -0.7% | +7.4% | +6.9% |
| 30D | -17.9% | +16.2% | -34.0% | -19.9% |
| 3M | +13.5% | +16.1% | -2.6% | +10.7% |
| 6M | +53.0% | +12.9% | +40.1% | +49.3% |
| YTD | +133.7% | +14.8% | +118.9% | +126.2% |
| 1Y | +115.7% | +13.8% | +101.9% | +109.1% |
| 3Y | +231.9% | +31.2% | +200.7% | +209.9% |
| 5Y | +471.6% | +5.6% | +466.0% | +468.5% |
| All | +471.6% | +7.0% | +464.6% | +468.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling