+97.5%
VLO vs STZ
+14.2%
+83.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.5% |
| 7D | -13.3% | +4.9% | -18.2% | -13.0% |
| 30D | -18.3% | +20.9% | -39.2% | -17.2% |
| 3M | +14.3% | +8.0% | +6.4% | +14.8% |
| 6M | +47.6% | -5.3% | +52.9% | +47.7% |
| YTD | +116.0% | +5.9% | +110.0% | +109.1% |
| All | +97.5% | +14.2% | +83.2% | +89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling