+1,164.9%
VST vs VLO
+790.8%
+374.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | +6.6% | +9.6% | -3.1% | +3.9% |
| 30D | -12.4% | -17.4% | +5.0% | -7.6% |
| 3M | -9.0% | +10.8% | -19.8% | -12.0% |
| 6M | -6.4% | +56.9% | -63.4% | -18.8% |
| YTD | -17.2% | +136.8% | -154.0% | -37.6% |
| 1Y | -22.0% | +120.7% | -142.7% | -40.0% |
| 3Y | +296.7% | +231.9% | +64.7% | +162.0% |
| 5Y | +637.6% | +479.0% | +158.6% | +291.7% |
| All | +1,164.9% | +790.8% | +374.1% | +462.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling