+449.8%
VLO vs RUN
-83.2%
+533.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.6% |
| 7D | -0.4% | +3.2% | -3.6% | -0.6% |
| 30D | -16.6% | +19.5% | -36.1% | -17.2% |
| 3M | +12.3% | -9.6% | +21.9% | +12.5% |
| 6M | +47.8% | -37.3% | +85.2% | +49.8% |
| YTD | +126.7% | -50.7% | +177.4% | +130.3% |
| 1Y | +105.4% | -54.1% | +159.4% | +109.1% |
| 3Y | +222.0% | -3.9% | +225.9% | +197.6% |
| 5Y | +449.8% | -84.4% | +534.2% | +430.7% |
| All | +449.8% | -83.2% | +533.1% | +430.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling