+790.3%
VLO vs STZ
+13.4%
+777.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +9.6% | +2.6% | +7.1% | +8.4% |
| 30D | -17.4% | +15.2% | -32.6% | -23.0% |
| 3M | +10.8% | +7.6% | +3.1% | +6.0% |
| 6M | +56.9% | +5.3% | +51.7% | +50.5% |
| YTD | +136.8% | +8.6% | +128.1% | +118.5% |
| 1Y | +120.7% | +15.6% | +105.1% | +96.3% |
| 3Y | +231.9% | -35.2% | +267.1% | +288.9% |
| 5Y | +479.0% | -29.1% | +508.1% | +520.3% |
| All | +790.3% | +13.4% | +777.0% | +625.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling