-29.9%
VST vs VLO
+104.0%
-134.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.4% | -2.1% |
| 7D | -6.0% | -9.5% | +3.5% | -6.6% |
| 30D | -18.8% | -19.1% | +0.4% | -20.4% |
| 3M | -8.0% | +11.4% | -19.4% | -4.9% |
| 6M | -10.9% | +46.7% | -57.7% | -2.4% |
| YTD | -18.3% | +118.6% | -137.0% | +1.4% |
| 1Y | -29.9% | +99.9% | -129.8% | -13.7% |
| All | -29.9% | +104.0% | -134.0% | -13.7% |
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