+262.4%
VST vs VLO
+194.5%
+67.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +11.9% | +10.8% |
| 7D | -9.8% | -13.3% | +3.5% | -7.4% |
| 30D | -25.1% | -18.3% | -6.8% | -22.6% |
| 3M | -11.6% | +14.3% | -25.9% | -13.7% |
| 6M | -20.9% | +47.6% | -68.6% | -26.8% |
| YTD | -22.3% | +116.0% | -138.3% | -36.0% |
| 1Y | -32.0% | +101.0% | -133.0% | -42.8% |
| 3Y | +262.4% | +199.0% | +63.4% | +168.6% |
| All | +262.4% | +194.5% | +67.8% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling