+774.2%
VLO vs Z
+25.1%
+749.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +5.2% | -3.0% | +8.2% | +5.6% |
| 30D | +22.6% | -4.2% | +26.8% | +23.0% |
| 3M | +43.8% | -3.7% | +47.5% | +43.8% |
| 6M | +65.7% | -24.5% | +90.3% | +70.0% |
| YTD | +131.1% | -49.3% | +180.4% | +148.7% |
| 1Y | +143.6% | -58.7% | +202.3% | +168.5% |
| 3Y | +201.4% | -34.1% | +235.5% | +203.5% |
| 5Y | +568.9% | -64.5% | +633.4% | +608.7% |
| 10Y | +891.8% | -0.5% | +892.3% | +631.6% |
| All | +774.2% | +25.1% | +749.1% | +470.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling