+451.6%
VLO vs S
-48.3%
+499.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.6% |
| 7D | -0.4% | +1.2% | -1.7% | -0.5% |
| 30D | -16.6% | -7.3% | -9.3% | -16.4% |
| 3M | +12.3% | +5.9% | +6.4% | +11.7% |
| 6M | +47.8% | +45.6% | +2.2% | +44.9% |
| YTD | +126.7% | +58.5% | +68.2% | +121.0% |
| 1Y | +105.4% | +37.6% | +67.7% | +101.3% |
| 3Y | +222.0% | +51.7% | +170.3% | +212.2% |
| 5Y | +449.8% | -67.5% | +517.3% | +449.1% |
| All | +451.6% | -48.3% | +499.9% | +444.5% |
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