+778.9%
VLO vs VMC
+126.5%
+652.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.7% |
| 7D | +6.8% | -1.7% | +8.4% | +7.5% |
| 30D | -17.9% | +15.3% | -33.1% | -23.1% |
| 3M | +13.5% | +0.3% | +13.3% | +12.4% |
| 6M | +53.0% | +0.9% | +52.2% | +49.1% |
| YTD | +133.7% | -1.0% | +134.8% | +125.6% |
| 1Y | +115.7% | -4.3% | +120.0% | +111.3% |
| 3Y | +231.9% | +35.3% | +196.6% | +165.1% |
| 5Y | +471.6% | +44.4% | +427.2% | +325.8% |
| All | +778.9% | +126.5% | +652.4% | +364.9% |
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