+4,150.4%
VLO vs SPXU
-100.0%
+4,250.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +3.5% |
| 7D | +6.8% | -9.4% | +16.1% | +3.0% |
| 30D | -17.9% | +7.4% | -25.3% | -15.1% |
| 3M | +13.5% | +6.2% | +7.4% | +16.9% |
| 6M | +53.0% | -7.2% | +60.3% | +49.8% |
| YTD | +133.7% | -26.8% | +160.5% | +108.7% |
| 1Y | +115.7% | -26.3% | +141.9% | +93.7% |
| 3Y | +231.9% | -80.6% | +312.5% | +91.3% |
| 5Y | +471.6% | -83.6% | +555.2% | +260.1% |
| 10Y | +780.7% | -99.5% | +880.2% | +88.8% |
| All | +4,150.4% | -100.0% | +4,250.4% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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