+778.9%
VLO vs Z
-19.3%
+798.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.4% |
| 7D | +6.8% | -4.9% | +11.7% | +7.4% |
| 30D | -17.9% | +3.0% | -20.8% | -18.5% |
| 3M | +13.5% | -13.4% | +27.0% | +14.6% |
| 6M | +53.0% | -27.3% | +80.4% | +57.2% |
| YTD | +133.7% | -57.8% | +191.5% | +155.4% |
| 1Y | +115.7% | -60.0% | +175.7% | +137.0% |
| 3Y | +231.9% | -21.5% | +253.5% | +222.7% |
| 5Y | +471.6% | -55.0% | +526.5% | +478.5% |
| All | +778.9% | -19.3% | +798.2% | +536.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling