+1,112.0%
VST vs VLO
+770.2%
+341.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +11.9% | +10.9% |
| 7D | -9.8% | -13.3% | +3.5% | -5.9% |
| 30D | -25.1% | -18.3% | -6.8% | -21.0% |
| 3M | -11.6% | +14.3% | -25.9% | -15.3% |
| 6M | -20.9% | +47.6% | -68.6% | -30.1% |
| YTD | -22.3% | +116.0% | -138.3% | -39.8% |
| 1Y | -32.0% | +101.0% | -133.0% | -46.3% |
| 3Y | +262.4% | +199.0% | +63.4% | +147.1% |
| 5Y | +563.4% | +419.0% | +144.3% | +264.9% |
| All | +1,112.0% | +770.2% | +341.8% | +470.2% |
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