+105.4%
VLO vs S
+38.7%
+66.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.7% |
| 7D | -0.4% | +1.2% | -1.7% | -0.5% |
| 30D | -16.6% | -7.3% | -9.3% | -16.5% |
| 3M | +12.3% | +5.9% | +6.4% | +12.1% |
| 6M | +47.8% | +45.6% | +2.2% | +45.3% |
| YTD | +126.7% | +58.5% | +68.2% | +122.5% |
| 1Y | +105.4% | +37.6% | +67.7% | +104.7% |
| All | +105.4% | +38.7% | +66.7% | +104.7% |
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