+1,205.2%
VST vs VLO
+791.1%
+414.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +6.5% |
| 7D | -0.5% | -6.5% | +6.0% | +1.6% |
| 30D | -17.1% | -17.8% | +0.7% | -12.4% |
| 3M | -4.6% | +19.6% | -24.2% | -9.7% |
| 6M | -9.1% | +49.3% | -58.3% | -19.9% |
| YTD | -16.6% | +122.4% | -139.0% | -36.0% |
| 1Y | -29.5% | +107.4% | -136.9% | -44.8% |
| 3Y | +297.5% | +223.1% | +74.5% | +164.4% |
| 5Y | +654.5% | +432.2% | +222.3% | +311.0% |
| 10Y | +1,205.2% | +743.6% | +461.6% | +493.6% |
| All | +1,205.2% | +791.1% | +414.2% | +493.6% |
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