+35,889.1%
VLO vs UL
+2,661.1%
+33,228.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.2% | -1.3% | +6.5% | +5.7% |
| 30D | +22.6% | +0.5% | +22.1% | +22.3% |
| 3M | +43.8% | +17.6% | +26.2% | +35.1% |
| 6M | +65.7% | -5.4% | +71.1% | +67.0% |
| YTD | +131.1% | +0.7% | +130.4% | +126.9% |
| 1Y | +143.6% | -9.3% | +152.9% | +147.5% |
| 3Y | +201.4% | +24.5% | +176.8% | +168.0% |
| 5Y | +568.9% | +23.2% | +545.7% | +482.5% |
| 10Y | +891.8% | +64.5% | +827.3% | +655.5% |
| All | +35,889.1% | +2,661.1% | +33,228.0% | +12,590.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling