+9,284.2%
VLO vs UMC
+166.6%
+9,117.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | +9.6% | +11.2% | -1.6% | +6.9% |
| 30D | -17.4% | -28.0% | +10.6% | -11.4% |
| 3M | +10.8% | -20.5% | +31.3% | +15.2% |
| 6M | +56.9% | -1.6% | +58.5% | +50.6% |
| YTD | +136.8% | +99.4% | +37.4% | +86.1% |
| 1Y | +120.7% | +120.4% | +0.3% | +69.0% |
| 3Y | +231.9% | +134.2% | +97.7% | +145.4% |
| 5Y | +479.0% | +78.8% | +400.2% | +344.7% |
| 10Y | +792.2% | +1,280.4% | -488.2% | +276.9% |
| All | +9,284.2% | +166.6% | +9,117.6% | +3,452.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling