+199.0%
VLO vs P
+175.5%
+23.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.7% |
| 7D | -13.3% | -23.8% | +10.5% | -11.2% |
| 30D | -18.3% | -36.6% | +18.3% | -15.2% |
| 3M | +14.3% | +10.9% | +3.5% | +12.7% |
| 6M | +47.6% | +30.0% | +17.6% | +42.5% |
| YTD | +116.0% | +44.4% | +71.6% | +105.1% |
| 1Y | +101.0% | +3.9% | +97.1% | +96.5% |
| 3Y | +199.0% | +176.6% | +22.4% | +146.2% |
| All | +199.0% | +175.5% | +23.5% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling