-34.9%
VST vs VLO
+120.8%
-155.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -5.8% | -8.1% | -14.2% |
| 7D | -15.7% | -6.0% | -9.8% | -16.1% |
| 30D | -17.0% | -12.9% | -4.1% | -18.1% |
| 3M | -15.9% | +18.3% | -34.2% | -12.4% |
| 6M | -25.0% | +46.4% | -71.4% | -17.9% |
| YTD | -25.1% | +127.7% | -152.9% | -5.5% |
| 1Y | -34.9% | +120.6% | -155.5% | -18.8% |
| All | -34.9% | +120.8% | -155.6% | -18.8% |
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