+1,097.6%
VLO vs USFR
+28.6%
+1,069.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -16.6% | +0.4% | -17.0% | -16.6% |
| 3M | +12.3% | +1.1% | +11.2% | +12.1% |
| 6M | +47.8% | +2.1% | +45.8% | +47.5% |
| YTD | +126.7% | +3.4% | +123.3% | +125.9% |
| 1Y | +105.4% | +4.1% | +101.3% | +104.5% |
| 3Y | +222.0% | +14.4% | +207.6% | +218.3% |
| 5Y | +449.8% | +21.4% | +428.4% | +440.6% |
| 10Y | +754.3% | +28.5% | +725.8% | +742.3% |
| All | +1,097.6% | +28.6% | +1,069.0% | +1,073.2% |
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