+1,134.6%
VLO vs USFR
+28.6%
+1,106.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | -17.9% | +0.4% | -18.2% | -17.9% |
| 3M | +13.5% | +1.0% | +12.5% | +13.4% |
| 6M | +53.0% | +2.0% | +51.0% | +52.7% |
| YTD | +133.7% | +3.4% | +130.3% | +132.8% |
| 1Y | +115.7% | +4.1% | +111.6% | +114.7% |
| 3Y | +231.9% | +14.4% | +217.5% | +228.2% |
| 5Y | +471.6% | +21.4% | +450.2% | +462.0% |
| 10Y | +780.7% | +28.5% | +752.2% | +768.3% |
| All | +1,134.6% | +28.6% | +1,106.0% | +1,109.4% |
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 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