+793.5%
VLO vs RUN
-33.9%
+827.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +9.6% | -13.5% | +23.2% | +10.7% |
| 30D | -17.4% | +18.3% | -35.7% | -18.7% |
| 3M | +10.8% | -12.5% | +23.2% | +11.2% |
| 6M | +56.9% | -40.3% | +97.3% | +61.2% |
| YTD | +136.8% | -53.1% | +189.9% | +144.3% |
| 1Y | +120.7% | -54.3% | +174.9% | +127.7% |
| 3Y | +231.9% | -6.5% | +238.4% | +190.5% |
| 5Y | +479.0% | -85.3% | +564.3% | +477.3% |
| 10Y | +792.2% | +68.9% | +723.3% | +534.9% |
| All | +793.5% | -33.9% | +827.4% | +549.5% |
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