+124.2%
VLO vs Q
+75.3%
+48.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +0.9% | +3.4% |
| 7D | +5.8% | +6.7% | -1.0% | +6.2% |
| 30D | +28.3% | -10.6% | +38.9% | +27.6% |
| 3M | +48.7% | -14.6% | +63.3% | +47.9% |
| 6M | +71.9% | +12.1% | +59.8% | +72.6% |
| YTD | +138.7% | +51.3% | +87.4% | +138.3% |
| All | +124.2% | +75.3% | +48.9% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling