+117.1%
VLO vs Q
+71.3%
+45.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.1% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | +22.6% | -11.1% | +33.7% | +21.9% |
| 3M | +43.8% | -22.1% | +65.9% | +42.1% |
| 6M | +65.7% | +0.5% | +65.3% | +66.9% |
| YTD | +131.1% | +47.8% | +83.3% | +130.5% |
| All | +117.1% | +71.3% | +45.8% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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