+906.1%
VLO vs MSCI
+3,095.4%
-2,189.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | -13.3% | +2.8% | -16.1% | -14.5% |
| 30D | -18.3% | +15.4% | -33.7% | -23.2% |
| 3M | +14.3% | +13.4% | +0.9% | +8.1% |
| 6M | +47.6% | +10.9% | +36.7% | +39.5% |
| YTD | +116.0% | +13.0% | +103.0% | +100.3% |
| 1Y | +101.0% | +12.0% | +89.0% | +86.9% |
| 3Y | +199.0% | +34.1% | +164.9% | +149.1% |
| 5Y | +419.0% | +3.9% | +415.2% | +358.7% |
| 10Y | +778.2% | +802.0% | -23.8% | +152.7% |
| All | +906.1% | +3,095.4% | -2,189.3% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling