+778.9%
VLO vs RUN
+66.4%
+712.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.1% | +9.2% | +3.6% |
| 7D | +6.8% | -13.7% | +20.4% | +7.9% |
| 30D | -17.9% | +9.4% | -27.2% | -18.8% |
| 3M | +13.5% | -13.4% | +27.0% | +14.2% |
| 6M | +53.0% | -39.6% | +92.6% | +57.5% |
| YTD | +133.7% | -53.7% | +187.4% | +142.2% |
| 1Y | +115.7% | -56.2% | +171.8% | +124.2% |
| 3Y | +231.9% | -9.7% | +241.7% | +184.2% |
| 5Y | +471.6% | -85.5% | +557.0% | +476.8% |
| All | +778.9% | +66.4% | +712.5% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling