+924.9%
VLO vs UMC
+1,863.6%
-938.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | +5.3% | +9.0% | -3.7% | +3.6% |
| 30D | +18.2% | +17.2% | +1.0% | +14.5% |
| 3M | +53.3% | +11.4% | +41.9% | +47.3% |
| 6M | +70.4% | +137.5% | -67.1% | +35.8% |
| YTD | +143.4% | +193.1% | -49.7% | +81.5% |
| 1Y | +153.0% | +240.3% | -87.3% | +81.1% |
| 3Y | +195.0% | +262.2% | -67.2% | +103.7% |
| 5Y | +618.8% | +143.1% | +475.6% | +430.5% |
| All | +924.9% | +1,863.6% | -938.7% | +286.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling