+1,193.1%
VLO vs QSR
+206.0%
+987.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | +6.2% | -2.4% | +8.6% | +7.3% |
| 30D | +23.5% | +5.7% | +17.8% | +20.2% |
| 3M | +53.9% | +6.9% | +46.9% | +48.2% |
| 6M | +81.7% | +6.9% | +74.8% | +74.0% |
| YTD | +142.5% | +14.9% | +127.6% | +123.7% |
| 1Y | +145.4% | +29.1% | +116.3% | +113.0% |
| 3Y | +197.3% | +26.1% | +171.2% | +152.5% |
| 5Y | +614.6% | +42.3% | +572.3% | +455.4% |
| 10Y | +938.9% | +134.0% | +804.9% | +530.8% |
| All | +1,193.1% | +206.0% | +987.1% | +618.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling