+1,232.7%
VST vs ORLY
+368.9%
+863.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +5.3% | -1.0% | +6.3% | +5.5% |
| 30D | +5.8% | -6.7% | +12.4% | +7.2% |
| 3M | +3.5% | -3.8% | +7.3% | +3.7% |
| 6M | -7.4% | -9.0% | +1.6% | -6.3% |
| YTD | -6.1% | -5.6% | -0.5% | -5.9% |
| 1Y | -21.6% | -19.5% | -2.1% | -18.7% |
| 3Y | +357.2% | +34.7% | +322.5% | +305.7% |
| 5Y | +777.0% | +118.0% | +659.0% | +563.8% |
| All | +1,232.7% | +368.9% | +863.9% | +755.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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