+120.6%
VLO vs Z
-54.2%
+174.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +9.4% | -15.2% | -4.6% |
| 7D | -6.0% | +10.2% | -16.1% | -4.7% |
| 30D | -12.9% | +23.7% | -36.6% | -10.6% |
| 3M | +18.3% | -6.6% | +24.9% | +18.1% |
| 6M | +46.4% | -23.0% | +69.4% | +43.6% |
| YTD | +127.7% | -50.3% | +178.1% | +120.7% |
| 1Y | +120.6% | -53.6% | +174.2% | +114.9% |
| All | +120.6% | -54.2% | +174.8% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling