+35,889.1%
VLO vs RF
+1,537.4%
+34,351.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | +1.3% | +3.9% | +4.8% |
| 30D | +22.6% | -3.6% | +26.2% | +24.0% |
| 3M | +43.8% | +8.1% | +35.7% | +40.0% |
| 6M | +65.7% | +11.5% | +54.3% | +58.9% |
| YTD | +131.1% | +15.6% | +115.5% | +119.0% |
| 1Y | +143.6% | +15.7% | +128.0% | +130.2% |
| 3Y | +201.4% | +86.9% | +114.5% | +142.3% |
| 5Y | +568.9% | +89.8% | +479.1% | +427.9% |
| 10Y | +891.8% | +344.7% | +547.1% | +524.0% |
| All | +35,889.1% | +1,537.4% | +34,351.7% | +13,909.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling