+462.3%
VLO vs S
-56.8%
+519.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +5.2% | -7.7% | +12.9% | +5.6% |
| 30D | +22.6% | -5.3% | +27.9% | +22.8% |
| 3M | +43.8% | +20.3% | +23.5% | +42.4% |
| 6M | +65.7% | +47.4% | +18.4% | +62.5% |
| YTD | +131.1% | +32.5% | +98.6% | +127.5% |
| 1Y | +143.6% | +9.5% | +134.1% | +141.5% |
| 3Y | +201.4% | +15.5% | +185.9% | +195.7% |
| 5Y | +568.9% | -71.2% | +640.1% | +575.9% |
| All | +462.3% | -56.8% | +519.0% | +460.3% |
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