+1,120.7%
VLO vs USFR
+27.5%
+1,093.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +0.1% | +5.2% | +5.2% |
| 30D | +22.6% | +0.3% | +22.3% | +22.6% |
| 3M | +43.8% | +1.0% | +42.8% | +43.6% |
| 6M | +65.7% | +1.9% | +63.8% | +65.4% |
| YTD | +131.1% | +2.6% | +128.5% | +130.5% |
| 1Y | +143.6% | +4.0% | +139.6% | +142.7% |
| 3Y | +201.4% | +14.1% | +187.3% | +198.2% |
| 5Y | +568.9% | +20.4% | +548.5% | +558.3% |
| 10Y | +891.8% | +28.0% | +863.8% | +879.3% |
| All | +1,120.7% | +27.5% | +1,093.2% | +1,097.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling