+911.8%
VLO vs UL
+65.6%
+846.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.6% |
| 7D | +4.0% | -4.1% | +8.0% | +4.8% |
| 30D | +19.0% | -1.2% | +20.2% | +19.2% |
| 3M | +50.0% | +6.0% | +44.0% | +47.7% |
| 6M | +79.1% | -5.5% | +84.6% | +80.6% |
| YTD | +140.3% | -3.3% | +143.6% | +140.2% |
| 1Y | +148.3% | -9.8% | +158.1% | +152.2% |
| 3Y | +194.6% | +20.1% | +174.5% | +171.1% |
| 5Y | +609.6% | +19.2% | +590.4% | +545.2% |
| All | +911.8% | +65.6% | +846.2% | +825.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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