+579.4%
VLO vs Z
-64.7%
+644.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | +5.2% | -3.0% | +8.2% | +5.4% |
| 30D | +22.6% | -4.2% | +26.8% | +22.8% |
| 3M | +43.8% | -3.7% | +47.5% | +43.8% |
| 6M | +65.7% | -24.5% | +90.3% | +67.8% |
| YTD | +131.1% | -49.3% | +180.4% | +139.8% |
| 1Y | +143.6% | -58.7% | +202.3% | +156.2% |
| 3Y | +201.4% | -34.1% | +235.5% | +204.4% |
| All | +579.4% | -64.7% | +644.1% | +588.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling