+2,545.5%
VRT vs VLO
+362.1%
+2,183.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.2% | -10.0% |
| 7D | +2.4% | +6.2% | -3.8% | +0.8% |
| 30D | -2.7% | +23.5% | -26.2% | -8.0% |
| 3M | -9.2% | +53.9% | -63.0% | -19.5% |
| 6M | -0.5% | +81.7% | -82.2% | -16.7% |
| YTD | +62.3% | +142.5% | -80.1% | +24.4% |
| 1Y | +109.6% | +145.4% | -35.9% | +59.8% |
| 3Y | +573.1% | +197.3% | +375.7% | +375.7% |
| 5Y | +953.6% | +614.6% | +339.0% | +468.0% |
| All | +2,545.5% | +362.1% | +2,183.4% | +1,071.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling