+1,917.9%
VRT vs VLO
+323.9%
+1,594.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.7% | +8.8% |
| 7D | -10.6% | -6.5% | -4.1% | -8.7% |
| 30D | -17.4% | -17.8% | +0.3% | -13.1% |
| 3M | -26.4% | +19.6% | -46.0% | -30.0% |
| 6M | -41.0% | +49.3% | -90.3% | -47.4% |
| YTD | +23.8% | +122.4% | -98.6% | -3.1% |
| 1Y | +11.6% | +107.4% | -95.8% | -10.8% |
| 3Y | +403.5% | +223.1% | +180.4% | +247.9% |
| 5Y | +647.0% | +432.2% | +214.8% | +337.3% |
| All | +1,917.9% | +323.9% | +1,594.0% | +812.2% |
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