+145.4%
VLO vs Z
-64.1%
+209.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.5% |
| 7D | +6.2% | -7.1% | +13.3% | +5.6% |
| 30D | +23.5% | -4.8% | +28.3% | +23.0% |
| 3M | +53.9% | -9.3% | +63.2% | +53.0% |
| 6M | +81.7% | -29.0% | +110.6% | +77.3% |
| YTD | +142.5% | -52.9% | +195.4% | +133.0% |
| 1Y | +145.4% | -63.1% | +208.6% | +131.4% |
| All | +145.4% | -64.1% | +209.6% | +131.4% |
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