+778.9%
VLO vs RF
+219.4%
+559.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.5% | +3.4% |
| 7D | +6.8% | +0.4% | +6.4% | +6.5% |
| 30D | -17.9% | +5.6% | -23.4% | -20.6% |
| 3M | +13.5% | -8.9% | +22.4% | +19.4% |
| 6M | +53.0% | +7.1% | +46.0% | +45.0% |
| YTD | +133.7% | +8.3% | +125.4% | +117.5% |
| 1Y | +115.7% | +16.8% | +98.8% | +91.1% |
| 3Y | +231.9% | +115.0% | +116.9% | +93.8% |
| 5Y | +471.6% | +46.4% | +425.2% | +300.7% |
| All | +778.9% | +219.4% | +559.4% | +268.0% |
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