+449.8%
VLO vs QS
-88.0%
+537.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.4% | +9.1% | +3.9% |
| 7D | -0.4% | -5.0% | +4.5% | -0.3% |
| 30D | -16.6% | -1.4% | -15.2% | -16.6% |
| 3M | +12.3% | -33.6% | +45.9% | +13.7% |
| 6M | +47.8% | -47.6% | +95.4% | +50.4% |
| YTD | +126.7% | -59.6% | +186.3% | +132.7% |
| 1Y | +105.4% | -73.5% | +178.9% | +114.2% |
| 3Y | +222.0% | -23.0% | +245.0% | +207.0% |
| 5Y | +449.8% | -89.4% | +539.2% | +512.2% |
| All | +449.8% | -88.0% | +537.9% | +512.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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