+192.7%
VLO vs USFR
+14.0%
+178.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.2% | +3.2% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +28.3% | +0.3% | +28.0% | +27.8% |
| 3M | +48.7% | +1.0% | +47.8% | +46.9% |
| 6M | +71.9% | +1.9% | +70.0% | +68.7% |
| YTD | +138.7% | +2.7% | +136.0% | +133.4% |
| 1Y | +148.5% | +4.0% | +144.4% | +140.5% |
| 3Y | +192.7% | +14.0% | +178.6% | +210.3% |
| All | +192.7% | +14.0% | +178.6% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling