+210.5%
VLO vs RF
+116.7%
+93.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.5% | +0.3% | -9.9% | -9.6% |
| 30D | -19.1% | +6.2% | -25.3% | -21.0% |
| 3M | +11.4% | -7.8% | +19.2% | +14.6% |
| 6M | +46.7% | +5.9% | +40.8% | +42.0% |
| YTD | +118.6% | +9.0% | +109.6% | +107.7% |
| 1Y | +99.9% | +19.3% | +80.6% | +81.5% |
| 3Y | +210.5% | +116.4% | +94.0% | +131.4% |
| All | +210.5% | +116.7% | +93.7% | +131.4% |
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