+35,889.1%
VLO vs VMC
+3,246.6%
+32,642.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +5.2% | -4.3% | +9.5% | +7.1% |
| 30D | +22.6% | -8.2% | +30.8% | +26.9% |
| 3M | +43.8% | -7.0% | +50.8% | +46.5% |
| 6M | +65.7% | -10.8% | +76.5% | +70.0% |
| YTD | +131.1% | -7.4% | +138.5% | +131.7% |
| 1Y | +143.6% | -9.5% | +153.1% | +145.8% |
| 3Y | +201.4% | +20.5% | +180.9% | +161.6% |
| 5Y | +568.9% | +51.6% | +517.3% | +408.7% |
| 10Y | +891.8% | +150.0% | +741.8% | +481.8% |
| All | +35,889.1% | +3,246.6% | +32,642.5% | +10,039.2% |
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