+743.6%
VLO vs RF
+277.2%
+466.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.7% |
| 7D | -6.5% | -0.1% | -6.3% | -6.4% |
| 30D | -17.8% | +7.0% | -24.8% | -21.2% |
| 3M | +19.6% | -7.0% | +26.6% | +24.3% |
| 6M | +49.3% | +6.8% | +42.5% | +41.7% |
| YTD | +122.4% | +9.9% | +112.5% | +105.3% |
| 1Y | +107.4% | +21.1% | +86.3% | +79.9% |
| 3Y | +223.1% | +119.6% | +103.4% | +86.9% |
| 5Y | +432.2% | +46.2% | +386.0% | +275.2% |
| 10Y | +743.6% | +261.5% | +482.1% | +255.3% |
| All | +743.6% | +277.2% | +466.4% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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