+757.7%
VLO vs Z
+6.6%
+751.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | -0.4% | -13.1% | +12.6% | +1.1% |
| 30D | -16.6% | +5.9% | -22.4% | -17.5% |
| 3M | +12.3% | -13.7% | +26.0% | +13.4% |
| 6M | +47.8% | -27.1% | +75.0% | +51.9% |
| YTD | +126.7% | -56.8% | +183.5% | +147.2% |
| 1Y | +105.4% | -60.2% | +165.6% | +126.1% |
| 3Y | +222.0% | -19.7% | +241.7% | +212.4% |
| 5Y | +449.8% | -53.7% | +503.5% | +454.5% |
| 10Y | +754.3% | -16.9% | +771.2% | +541.2% |
| All | +757.7% | +6.6% | +751.1% | +467.2% |
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