+297.5%
VST vs VLO
+216.6%
+80.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +6.8% |
| 7D | -0.5% | -6.5% | +6.0% | +0.9% |
| 30D | -17.1% | -17.8% | +0.7% | -14.3% |
| 3M | -4.6% | +19.6% | -24.2% | -7.6% |
| 6M | -9.1% | +49.3% | -58.3% | -15.9% |
| YTD | -16.6% | +122.4% | -139.0% | -31.6% |
| 1Y | -29.5% | +107.4% | -136.9% | -40.9% |
| 3Y | +297.5% | +223.1% | +74.5% | +190.8% |
| All | +297.5% | +216.6% | +80.9% | +190.8% |
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