+869.5%
VLO vs RF
+347.6%
+521.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | +1.3% | +3.9% | +4.4% |
| 30D | +22.6% | -3.6% | +26.2% | +25.2% |
| 3M | +43.8% | +8.1% | +35.7% | +36.6% |
| 6M | +65.7% | +11.5% | +54.3% | +52.7% |
| YTD | +131.1% | +15.6% | +115.5% | +107.9% |
| 1Y | +143.6% | +15.7% | +128.0% | +117.5% |
| 3Y | +201.4% | +86.9% | +114.5% | +92.2% |
| 5Y | +568.9% | +89.8% | +479.1% | +294.7% |
| All | +869.5% | +347.6% | +521.9% | +210.0% |
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