+420.0%
VLO vs RF
+42.5%
+377.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -13.3% | -0.9% | -12.4% | -13.1% |
| 30D | -18.3% | +6.0% | -24.3% | -20.3% |
| 3M | +14.3% | -8.9% | +23.2% | +18.3% |
| 6M | +47.6% | +2.3% | +45.3% | +45.0% |
| YTD | +116.0% | +7.6% | +108.4% | +106.5% |
| 1Y | +101.0% | +21.2% | +79.8% | +82.0% |
| 3Y | +199.0% | +108.5% | +90.5% | +113.5% |
| All | +420.0% | +42.5% | +377.5% | +331.1% |
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 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