+192.7%
VLO vs Z
-37.5%
+230.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.4% | +9.7% | +3.5% |
| 7D | +5.8% | -3.3% | +9.0% | +5.8% |
| 30D | +28.3% | -3.7% | +32.1% | +28.4% |
| 3M | +48.7% | -7.0% | +55.7% | +48.9% |
| 6M | +71.9% | -29.5% | +101.4% | +74.2% |
| YTD | +138.7% | -52.6% | +191.2% | +148.5% |
| 1Y | +148.5% | -64.0% | +212.5% | +164.9% |
| 3Y | +192.7% | -36.4% | +229.1% | +207.3% |
| All | +192.7% | -37.5% | +230.1% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling