+754.3%
VLO vs UL
+104.4%
+649.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | -0.4% | -1.7% | +1.3% | -0.2% |
| 30D | -16.6% | +4.5% | -21.1% | -17.4% |
| 3M | +12.3% | +5.5% | +6.8% | +10.9% |
| 6M | +47.8% | +17.0% | +30.8% | +42.5% |
| YTD | +126.7% | +3.2% | +123.5% | +123.5% |
| 1Y | +105.4% | -1.9% | +107.2% | +104.8% |
| 3Y | +222.0% | +33.6% | +188.4% | +188.1% |
| 5Y | +449.8% | +31.5% | +418.3% | +385.7% |
| 10Y | +754.3% | +103.9% | +650.4% | +626.3% |
| All | +754.3% | +104.4% | +649.9% | +626.3% |
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