+614.6%
VLO vs UMC
+145.1%
+469.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.1% |
| 7D | +6.2% | +13.6% | -7.4% | +4.5% |
| 30D | +23.5% | +20.8% | +2.7% | +20.4% |
| 3M | +53.9% | +16.1% | +37.7% | +48.5% |
| 6M | +81.7% | +137.3% | -55.6% | +53.0% |
| YTD | +142.5% | +193.8% | -51.3% | +92.0% |
| 1Y | +145.4% | +236.1% | -90.6% | +87.8% |
| 3Y | +197.3% | +267.1% | -69.8% | +118.0% |
| 5Y | +614.6% | +145.3% | +469.3% | +430.2% |
| All | +614.6% | +145.1% | +469.5% | +430.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling