+772.1%
VLO vs RUN
-31.9%
+804.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +5.2% | +1.3% | +4.0% | +5.1% |
| 30D | +22.6% | -15.3% | +37.8% | +23.9% |
| 3M | +43.8% | -40.0% | +83.8% | +48.5% |
| 6M | +65.7% | -27.0% | +92.7% | +67.7% |
| YTD | +131.1% | -51.7% | +182.8% | +139.0% |
| 1Y | +143.6% | -45.9% | +189.5% | +147.8% |
| 3Y | +201.4% | -43.8% | +245.1% | +177.3% |
| 5Y | +568.9% | -80.5% | +649.4% | +545.3% |
| 10Y | +891.8% | +45.3% | +846.5% | +608.4% |
| All | +772.1% | -31.9% | +804.0% | +535.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling