+177.9%
VLO vs VG
-39.3%
+217.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.2% | +1.7% | +3.5% | +4.9% |
| 30D | +22.6% | +16.0% | +6.6% | +19.3% |
| 3M | +43.8% | +9.7% | +34.0% | +40.4% |
| 6M | +65.7% | +29.6% | +36.2% | +56.8% |
| YTD | +131.1% | +112.0% | +19.1% | +103.9% |
| 1Y | +143.6% | +12.8% | +130.8% | +131.8% |
| All | +177.9% | -39.3% | +217.3% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling