+432.7%
VLO vs RF
+45.3%
+387.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -9.5% | +0.3% | -9.9% | -9.7% |
| 30D | -19.1% | +6.2% | -25.3% | -21.2% |
| 3M | +11.4% | -7.8% | +19.2% | +14.7% |
| 6M | +46.7% | +5.9% | +40.8% | +42.1% |
| YTD | +118.6% | +9.0% | +109.6% | +107.9% |
| 1Y | +99.9% | +19.3% | +80.6% | +82.4% |
| 3Y | +210.5% | +116.4% | +94.0% | +118.4% |
| 5Y | +432.7% | +46.0% | +386.6% | +332.7% |
| All | +432.7% | +45.3% | +387.4% | +332.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling