+611.0%
VRT vs VLO
+199.9%
+411.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +9.1% | +5.2% | +3.9% | +8.0% |
| 30D | +0.9% | +22.6% | -21.7% | -3.4% |
| 3M | -13.4% | +43.8% | -57.1% | -20.5% |
| 6M | +11.7% | +65.7% | -54.1% | -2.9% |
| YTD | +73.2% | +131.1% | -57.9% | +33.5% |
| 1Y | +123.4% | +143.6% | -20.2% | +68.5% |
| All | +611.0% | +199.9% | +411.1% | +377.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling