+120.6%
VLO vs VG
+47.2%
+73.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.7% | +1.9% | -4.1% |
| 7D | -6.0% | -16.4% | +10.4% | -2.5% |
| 30D | -12.9% | -10.8% | -2.1% | -11.0% |
| 3M | +18.3% | -6.3% | +24.6% | +19.2% |
| 6M | +46.4% | -12.5% | +58.9% | +48.1% |
| YTD | +127.7% | +76.9% | +50.8% | +113.4% |
| 1Y | +120.6% | +51.8% | +68.8% | +108.1% |
| All | +120.6% | +47.2% | +73.4% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling