+148.3%
VLO vs RUN
-46.7%
+195.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.9% |
| 7D | +4.0% | -3.4% | +7.3% | +3.9% |
| 30D | +19.0% | -14.0% | +32.9% | +18.8% |
| 3M | +50.0% | -27.5% | +77.5% | +49.5% |
| 6M | +79.1% | -29.0% | +108.1% | +77.8% |
| YTD | +140.3% | -53.1% | +193.4% | +140.1% |
| 1Y | +148.3% | -46.7% | +195.1% | +149.9% |
| All | +148.3% | -46.7% | +195.1% | +149.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling