+202.4%
VLO vs RF
+86.8%
+115.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | +1.3% | +3.9% | +4.7% |
| 30D | +22.6% | -3.6% | +26.2% | +24.2% |
| 3M | +43.8% | +8.1% | +35.7% | +39.2% |
| 6M | +65.7% | +11.5% | +54.3% | +57.7% |
| YTD | +131.1% | +15.6% | +115.5% | +116.3% |
| 1Y | +143.6% | +15.7% | +128.0% | +127.2% |
| All | +202.4% | +86.8% | +115.6% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling