+432.7%
VLO vs VMC
+46.4%
+386.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -9.5% | +1.1% | -10.7% | -9.7% |
| 30D | -19.1% | +17.7% | -36.8% | -21.3% |
| 3M | +11.4% | +1.1% | +10.3% | +11.1% |
| 6M | +46.7% | +1.8% | +44.9% | +45.5% |
| YTD | +118.6% | +1.5% | +117.1% | +115.0% |
| 1Y | +99.9% | -1.1% | +101.0% | +97.9% |
| 3Y | +210.5% | +38.8% | +171.7% | +173.8% |
| 5Y | +432.7% | +49.6% | +383.1% | +351.7% |
| All | +432.7% | +46.4% | +386.3% | +351.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling