+120.6%
VLO vs USB
+36.4%
+84.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.9% | -7.7% | -5.6% |
| 7D | -6.0% | +2.4% | -8.4% | -5.8% |
| 30D | -12.9% | +6.6% | -19.4% | -12.8% |
| 3M | +18.3% | -4.1% | +22.4% | +18.7% |
| 6M | +46.4% | +12.5% | +34.0% | +46.1% |
| YTD | +127.7% | +17.6% | +110.1% | +122.4% |
| 1Y | +120.6% | +36.5% | +84.1% | +107.7% |
| All | +120.6% | +36.4% | +84.2% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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