+105.4%
VLO vs P
+17.1%
+88.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +3.4% |
| 7D | -0.4% | -4.7% | +4.3% | -0.2% |
| 30D | -16.6% | -31.4% | +14.8% | -15.3% |
| 3M | +12.3% | -2.6% | +14.9% | +12.1% |
| 6M | +47.8% | +21.9% | +25.9% | +46.6% |
| YTD | +126.7% | +58.9% | +67.8% | +122.8% |
| 1Y | +105.4% | +21.7% | +83.6% | +103.7% |
| All | +105.4% | +17.1% | +88.2% | +103.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling