+468.7%
VLO vs S
-51.5%
+520.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.3% | +9.4% | +3.4% |
| 7D | +6.8% | +4.1% | +2.7% | +6.5% |
| 30D | -17.9% | -7.2% | -10.7% | -17.7% |
| 3M | +13.5% | 0.0% | +13.6% | +13.3% |
| 6M | +53.0% | +41.6% | +11.4% | +50.2% |
| YTD | +133.7% | +48.6% | +85.1% | +128.4% |
| 1Y | +115.7% | +30.0% | +85.6% | +111.9% |
| 3Y | +231.9% | +42.2% | +189.8% | +222.6% |
| 5Y | +471.6% | -70.8% | +542.4% | +473.0% |
| All | +468.7% | -51.5% | +520.2% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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