+6.8%
VRT vs VLO
+107.6%
-100.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.0% | +6.7% | +9.4% |
| 7D | -10.6% | -6.5% | -4.1% | -10.4% |
| 30D | -17.4% | -17.8% | +0.3% | -17.5% |
| 3M | -26.4% | +19.6% | -46.0% | -24.5% |
| 6M | -41.0% | +49.3% | -90.3% | -38.6% |
| YTD | +23.8% | +122.4% | -98.6% | +13.6% |
| All | +6.8% | +107.6% | -100.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling