+231.9%
VLO vs RF
+119.8%
+112.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.8% |
| 7D | +9.6% | +1.9% | +7.7% | +8.9% |
| 30D | -17.4% | +7.3% | -24.7% | -19.6% |
| 3M | +10.8% | -7.9% | +18.7% | +14.0% |
| 6M | +56.9% | +10.5% | +46.4% | +49.3% |
| YTD | +136.8% | +9.6% | +127.1% | +124.4% |
| 1Y | +120.7% | +20.3% | +100.4% | +99.6% |
| 3Y | +231.9% | +119.5% | +112.4% | +142.9% |
| All | +231.9% | +119.8% | +112.1% | +142.9% |
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