+1,162.4%
VST vs VLO
+728.0%
+434.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -1.6% |
| 7D | -6.0% | -9.5% | +3.5% | -3.1% |
| 30D | -18.8% | -19.1% | +0.4% | -13.8% |
| 3M | -8.0% | +11.4% | -19.4% | -11.2% |
| 6M | -10.9% | +46.7% | -57.7% | -21.2% |
| YTD | -18.3% | +118.6% | -137.0% | -37.0% |
| 1Y | -29.9% | +99.9% | -129.8% | -44.5% |
| 3Y | +290.3% | +210.5% | +79.8% | +162.8% |
| 5Y | +635.3% | +432.7% | +202.6% | +300.2% |
| 10Y | +1,162.4% | +717.1% | +445.2% | +480.8% |
| All | +1,162.4% | +728.0% | +434.3% | +480.8% |
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 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