+227.8%
VST vs VLO
+198.6%
+29.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.9% | -2.3% | -5.4% |
| 7D | -19.9% | -8.7% | -11.2% | -18.4% |
| 30D | -29.7% | -16.2% | -13.4% | -27.6% |
| 3M | -19.6% | +16.2% | -35.7% | -21.7% |
| 6M | -29.4% | +39.8% | -69.2% | -33.9% |
| YTD | -29.7% | +119.0% | -148.7% | -42.2% |
| 1Y | -40.0% | +110.8% | -150.9% | -50.3% |
| All | +227.8% | +198.6% | +29.2% | +142.4% |
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