+148.5%
VLO vs S
+4.5%
+144.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.5% | +3.4% |
| 7D | +5.8% | -5.8% | +11.6% | +6.0% |
| 30D | +28.3% | -9.2% | +37.5% | +28.8% |
| 3M | +48.7% | +23.4% | +25.4% | +48.1% |
| 6M | +71.9% | +36.9% | +35.0% | +72.1% |
| YTD | +138.7% | +29.5% | +109.1% | +137.8% |
| 1Y | +148.5% | +5.4% | +143.0% | +143.6% |
| All | +148.5% | +4.5% | +144.0% | +143.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling