+754.3%
VLO vs P
+686.0%
+68.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +2.8% |
| 7D | -0.4% | -4.7% | +4.3% | +0.3% |
| 30D | -16.6% | -31.4% | +14.8% | -10.9% |
| 3M | +12.3% | -2.6% | +14.9% | +11.1% |
| 6M | +47.8% | +21.9% | +25.9% | +37.5% |
| YTD | +126.7% | +58.9% | +67.8% | +96.5% |
| 1Y | +105.4% | +21.7% | +83.6% | +85.8% |
| 3Y | +222.0% | +193.3% | +28.7% | +115.5% |
| 5Y | +449.8% | +275.1% | +174.7% | +225.4% |
| 10Y | +754.3% | +655.3% | +99.0% | +318.5% |
| All | +754.3% | +686.0% | +68.3% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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