+425.4%
VLO vs S
-52.7%
+478.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.4% |
| 7D | -13.3% | -13.4% | +0.1% | -12.8% |
| 30D | -18.3% | -14.0% | -4.3% | -17.9% |
| 3M | +14.3% | +4.9% | +9.5% | +13.8% |
| 6M | +47.6% | +42.0% | +5.6% | +44.9% |
| YTD | +116.0% | +45.1% | +70.8% | +111.3% |
| 1Y | +101.0% | +33.1% | +67.9% | +97.3% |
| 3Y | +199.0% | +40.6% | +158.4% | +190.9% |
| 5Y | +419.0% | -67.5% | +486.5% | +419.2% |
| All | +425.4% | -52.7% | +478.1% | +420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling