+614.6%
VLO vs USFR
+20.4%
+594.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.2% | +0.1% | +6.2% | +6.3% |
| 30D | +23.5% | +0.3% | +23.2% | +23.6% |
| 3M | +53.9% | +1.0% | +52.9% | +54.3% |
| 6M | +81.7% | +1.9% | +79.7% | +83.3% |
| YTD | +142.5% | +2.7% | +139.8% | +146.1% |
| 1Y | +145.4% | +4.0% | +141.5% | +151.6% |
| 3Y | +197.3% | +14.0% | +183.3% | +250.1% |
| 5Y | +614.6% | +20.4% | +594.2% | +767.4% |
| All | +614.6% | +20.4% | +594.2% | +767.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling