+2,010.2%
VRT vs VLO
+345.5%
+1,664.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.7% |
| 7D | +18.6% | +6.8% | +11.9% | +16.7% |
| 30D | -11.7% | -17.9% | +6.2% | -6.9% |
| 3M | -27.3% | +13.5% | -40.8% | -29.8% |
| 6M | -42.9% | +53.0% | -95.9% | -49.4% |
| YTD | +29.5% | +133.7% | -104.2% | +0.1% |
| 1Y | +21.0% | +115.7% | -94.6% | -4.2% |
| 3Y | +403.1% | +231.9% | +171.2% | +245.3% |
| 5Y | +688.8% | +471.6% | +217.2% | +353.2% |
| All | +2,010.2% | +345.5% | +1,664.7% | +841.7% |
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