+105.4%
VLO vs Q
+75.8%
+29.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.7% |
| 7D | -9.5% | +4.0% | -13.5% | -9.4% |
| 30D | -19.1% | -2.3% | -16.8% | -19.2% |
| 3M | +11.4% | -7.9% | +19.3% | +11.0% |
| 6M | +46.7% | -16.0% | +62.7% | +46.1% |
| YTD | +118.6% | +51.7% | +66.9% | +118.6% |
| 1Y | +99.9% | +28.3% | +71.6% | +102.8% |
| All | +105.4% | +75.8% | +29.6% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling