+115.7%
VLO vs UL
-0.9%
+116.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.2% |
| 7D | +6.8% | -2.5% | +9.2% | +5.8% |
| 30D | -17.9% | +5.7% | -23.5% | -16.0% |
| 3M | +13.5% | +7.0% | +6.6% | +16.7% |
| 6M | +53.0% | +16.1% | +37.0% | +62.8% |
| YTD | +133.7% | +3.6% | +130.2% | +144.5% |
| 1Y | +115.7% | -1.4% | +117.0% | +125.6% |
| All | +115.7% | -0.9% | +116.6% | +125.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling