+195.5%
VLO vs VMC
+25.7%
+169.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +5.2% | -4.3% | +9.5% | +5.5% |
| 30D | +22.6% | -8.2% | +30.8% | +23.3% |
| 3M | +43.8% | -7.0% | +50.8% | +44.1% |
| 6M | +65.7% | -10.8% | +76.5% | +67.5% |
| YTD | +131.1% | -7.4% | +138.5% | +130.1% |
| 1Y | +143.6% | -9.5% | +153.1% | +143.5% |
| All | +195.5% | +25.7% | +169.8% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling