+473.2%
VLO vs UMC
+77.4%
+395.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.6% |
| 7D | +9.6% | +11.2% | -1.6% | +8.1% |
| 30D | -17.4% | -28.0% | +10.6% | -14.2% |
| 3M | +10.8% | -20.5% | +31.3% | +13.0% |
| 6M | +56.9% | -1.6% | +58.5% | +51.4% |
| YTD | +136.8% | +99.4% | +37.4% | +94.1% |
| 1Y | +120.7% | +120.4% | +0.3% | +76.4% |
| 3Y | +231.9% | +134.2% | +97.7% | +154.9% |
| All | +473.2% | +77.4% | +395.8% | +331.8% |
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