+743.6%
VLO vs P
+748.5%
-4.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +1.7% |
| 7D | -6.5% | -9.6% | +3.1% | -4.8% |
| 30D | -17.8% | -33.4% | +15.7% | -11.6% |
| 3M | +19.6% | +14.2% | +5.4% | +14.5% |
| 6M | +49.3% | +31.6% | +17.7% | +36.4% |
| YTD | +122.4% | +53.5% | +68.9% | +94.0% |
| 1Y | +107.4% | +14.2% | +93.3% | +90.2% |
| 3Y | +223.1% | +190.5% | +32.6% | +116.3% |
| 5Y | +432.2% | +256.3% | +175.9% | +219.1% |
| 10Y | +743.6% | +707.9% | +35.8% | +300.3% |
| All | +743.6% | +748.5% | -4.9% | +300.3% |
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