+145.4%
VLO vs VMC
-15.3%
+160.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.8% | +0.7% |
| 7D | +6.2% | -5.3% | +11.6% | +4.8% |
| 30D | +23.5% | -12.3% | +35.8% | +19.4% |
| 3M | +53.9% | -10.3% | +64.1% | +50.2% |
| 6M | +81.7% | -8.6% | +90.2% | +79.0% |
| YTD | +142.5% | -11.9% | +154.3% | +138.5% |
| 1Y | +145.4% | -13.9% | +159.4% | +144.3% |
| All | +145.4% | -15.3% | +160.7% | +144.3% |
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