+143.6%
VLO vs VMC
-8.5%
+152.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.2% |
| 7D | +5.2% | -4.3% | +9.5% | +4.0% |
| 30D | +22.6% | -8.2% | +30.8% | +19.9% |
| 3M | +43.8% | -7.0% | +50.8% | +41.8% |
| 6M | +65.7% | -10.8% | +76.5% | +65.6% |
| YTD | +131.1% | -7.4% | +138.5% | +130.8% |
| 1Y | +143.6% | -9.5% | +153.1% | +146.3% |
| All | +143.6% | -8.5% | +152.2% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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