+473.2%
VLO vs S
-71.1%
+544.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +9.6% | +2.0% | +7.7% | +9.5% |
| 30D | -17.4% | -2.7% | -14.7% | -17.3% |
| 3M | +10.8% | -6.9% | +17.6% | +10.8% |
| 6M | +56.9% | +38.1% | +18.9% | +54.0% |
| YTD | +136.8% | +48.0% | +88.8% | +131.2% |
| 1Y | +120.7% | +34.5% | +86.2% | +116.3% |
| 3Y | +231.9% | +38.3% | +193.6% | +222.4% |
| All | +473.2% | -71.1% | +544.4% | +500.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling