+373.4%
VST vs VLO
+199.5%
+173.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +5.2% | +3.7% | +7.9% |
| 30D | +6.2% | +22.6% | -16.4% | +2.2% |
| 3M | -2.7% | +43.8% | -46.5% | -9.4% |
| 6M | -8.4% | +65.7% | -74.1% | -17.9% |
| YTD | -7.2% | +131.1% | -138.3% | -25.2% |
| 1Y | -20.9% | +143.6% | -164.5% | -38.0% |
| All | +373.4% | +199.5% | +173.9% | +236.3% |
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