+34,532.9%
VLO vs VMC
+3,595.0%
+30,937.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +1.9% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | -17.8% | +18.6% | -36.3% | -23.9% |
| 3M | +19.6% | +2.0% | +17.5% | +17.4% |
| 6M | +49.3% | +2.6% | +46.7% | +44.4% |
| YTD | +122.4% | +2.3% | +120.1% | +112.1% |
| 1Y | +107.4% | +1.7% | +105.8% | +98.0% |
| 3Y | +223.1% | +41.7% | +181.3% | +160.2% |
| 5Y | +432.2% | +46.6% | +385.6% | +310.1% |
| 10Y | +743.6% | +140.3% | +603.4% | +401.0% |
| All | +34,532.9% | +3,595.0% | +30,937.9% | +9,181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling