+601.6%
VLO vs VMC
+52.4%
+549.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.6% | +4.9% | +3.6% |
| 7D | +5.8% | -0.5% | +6.3% | +5.8% |
| 30D | +28.3% | -9.1% | +37.4% | +30.5% |
| 3M | +48.7% | -4.1% | +52.9% | +48.8% |
| 6M | +71.9% | -5.5% | +77.4% | +71.5% |
| YTD | +138.7% | -8.9% | +147.6% | +139.1% |
| 1Y | +148.5% | -12.9% | +161.4% | +151.7% |
| 3Y | +192.7% | +22.1% | +170.5% | +163.9% |
| 5Y | +601.6% | +52.7% | +548.9% | +471.4% |
| All | +601.6% | +52.4% | +549.2% | +471.4% |
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