+4,239.9%
VLO vs SPXU
-100.0%
+4,339.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.9% |
| 7D | +5.8% | -1.5% | +7.2% | +5.2% |
| 30D | +28.3% | +3.7% | +24.6% | +30.3% |
| 3M | +48.7% | -9.6% | +58.3% | +43.3% |
| 6M | +71.9% | -32.4% | +104.3% | +47.3% |
| YTD | +138.7% | -28.7% | +167.3% | +109.7% |
| 1Y | +148.5% | -38.2% | +186.7% | +107.5% |
| 3Y | +192.7% | -80.4% | +273.1% | +69.6% |
| 5Y | +601.6% | -86.0% | +687.7% | +311.2% |
| 10Y | +900.2% | -99.5% | +999.7% | +112.5% |
| All | +4,239.9% | -100.0% | +4,339.9% | +118.3% |
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