+361.6%
VLO vs REPL
+39.1%
+322.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.9% |
| 7D | -6.5% | +14.2% | -20.7% | -6.8% |
| 30D | -17.8% | +65.9% | -83.6% | -19.1% |
| 3M | +19.6% | +84.6% | -65.0% | +17.1% |
| 6M | +49.3% | +446.9% | -397.7% | +37.6% |
| YTD | +122.4% | +129.0% | -6.6% | +107.1% |
| 1Y | +107.4% | +167.9% | -60.4% | +91.6% |
| 3Y | +223.1% | +93.9% | +129.2% | +163.1% |
| 5Y | +432.2% | -33.0% | +465.2% | +372.1% |
| All | +361.6% | +39.1% | +322.5% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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