+2,723.0%
VRT vs VLO
+340.5%
+2,382.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +9.1% | +5.2% | +3.9% | +7.7% |
| 30D | +0.9% | +22.6% | -21.7% | -4.4% |
| 3M | -13.4% | +43.8% | -57.1% | -21.7% |
| 6M | +11.7% | +65.7% | -54.1% | -4.2% |
| YTD | +73.2% | +131.1% | -57.9% | +34.5% |
| 1Y | +123.4% | +143.6% | -20.2% | +70.5% |
| 3Y | +606.2% | +201.4% | +404.8% | +397.0% |
| 5Y | +899.9% | +568.9% | +331.0% | +449.0% |
| All | +2,723.0% | +340.5% | +2,382.6% | +1,165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling