+938.9%
VLO vs VMC
+146.8%
+792.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.8% | +3.0% |
| 7D | +6.2% | -5.3% | +11.6% | +8.7% |
| 30D | +23.5% | -12.3% | +35.8% | +30.3% |
| 3M | +53.9% | -10.3% | +64.1% | +59.2% |
| 6M | +81.7% | -8.6% | +90.2% | +83.9% |
| YTD | +142.5% | -11.9% | +154.3% | +147.6% |
| 1Y | +145.4% | -13.9% | +159.4% | +152.5% |
| 3Y | +197.3% | +18.2% | +179.2% | +153.2% |
| 5Y | +614.6% | +47.7% | +566.9% | +418.3% |
| 10Y | +938.9% | +152.5% | +786.4% | +447.8% |
| All | +938.9% | +146.8% | +792.1% | +447.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling