+120.6%
VLO vs UMC
+112.5%
+8.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -5.8% |
| 7D | -6.0% | -14.7% | +8.7% | -6.4% |
| 30D | -12.9% | -32.9% | +20.0% | -13.9% |
| 3M | +18.3% | -22.2% | +40.5% | +17.4% |
| 6M | +46.4% | +25.9% | +20.5% | +50.7% |
| YTD | +127.7% | +107.9% | +19.8% | +139.7% |
| 1Y | +120.6% | +115.0% | +5.6% | +132.6% |
| All | +120.6% | +112.5% | +8.1% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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