+768.4%
VLO vs RF
+279.4%
+489.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -13.3% | -0.9% | -12.4% | -12.9% |
| 30D | -18.3% | +6.0% | -24.3% | -21.3% |
| 3M | +14.3% | -8.9% | +23.2% | +20.2% |
| 6M | +47.6% | +2.3% | +45.3% | +43.6% |
| YTD | +116.0% | +7.6% | +108.4% | +101.8% |
| 1Y | +101.0% | +21.2% | +79.8% | +74.1% |
| 3Y | +199.0% | +108.5% | +90.5% | +78.3% |
| 5Y | +419.0% | +43.2% | +375.8% | +269.8% |
| All | +768.4% | +279.4% | +489.0% | +244.1% |
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