+229.6%
VLO vs ZYBT
-58.9%
+288.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | +5.3% | -3.7% | +9.0% | +5.3% |
| 30D | +18.2% | 0.0% | +18.2% | +18.2% |
| 3M | +53.3% | +72.2% | -18.9% | +51.9% |
| 6M | +70.4% | +103.1% | -32.7% | +67.6% |
| YTD | +143.4% | +34.8% | +108.6% | +140.9% |
| 1Y | +153.0% | -83.2% | +236.2% | +159.9% |
| All | +229.6% | -58.9% | +288.5% | +220.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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