+835.2%
VLO vs RACE
+658.2%
+177.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.4% | -3.9% | +3.4% | +0.7% |
| 30D | -16.6% | +6.8% | -23.4% | -18.2% |
| 3M | +12.3% | +1.3% | +10.9% | +11.5% |
| 6M | +47.8% | +26.3% | +21.6% | +36.5% |
| YTD | +126.7% | +13.8% | +112.9% | +113.3% |
| 1Y | +105.4% | -0.5% | +105.8% | +101.9% |
| 3Y | +222.0% | +25.6% | +196.3% | +178.3% |
| 5Y | +449.8% | +67.6% | +382.2% | +311.4% |
| 10Y | +754.3% | +724.7% | +29.6% | +258.8% |
| All | +835.2% | +658.2% | +177.0% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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