+115.7%
VLO vs Z
-61.0%
+176.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +2.9% |
| 7D | +6.8% | -4.9% | +11.7% | +6.2% |
| 30D | -17.9% | +3.0% | -20.8% | -17.2% |
| 3M | +13.5% | -13.4% | +27.0% | +12.6% |
| 6M | +53.0% | -27.3% | +80.4% | +49.2% |
| YTD | +133.7% | -57.8% | +191.5% | +121.6% |
| 1Y | +115.7% | -60.0% | +175.7% | +104.9% |
| All | +115.7% | -61.0% | +176.7% | +104.9% |
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