+768.4%
VLO vs P
+713.7%
+54.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -2.1% |
| 7D | -13.3% | -23.8% | +10.5% | -8.8% |
| 30D | -18.3% | -36.6% | +18.3% | -11.4% |
| 3M | +14.3% | +10.9% | +3.5% | +10.1% |
| 6M | +47.6% | +30.0% | +17.6% | +35.1% |
| YTD | +116.0% | +44.4% | +71.6% | +90.7% |
| 1Y | +101.0% | +3.9% | +97.1% | +87.9% |
| 3Y | +199.0% | +176.6% | +22.4% | +101.8% |
| 5Y | +419.0% | +249.3% | +169.8% | +210.4% |
| All | +768.4% | +713.7% | +54.7% | +313.0% |
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