+769.3%
VST vs VLO
+567.8%
+201.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.9% | +5.2% | +3.7% | +7.8% |
| 30D | +6.2% | +22.6% | -16.4% | +1.7% |
| 3M | -2.7% | +43.8% | -46.5% | -10.3% |
| 6M | -8.4% | +65.7% | -74.1% | -18.8% |
| YTD | -7.2% | +131.1% | -138.3% | -25.1% |
| 1Y | -20.9% | +143.6% | -164.5% | -37.5% |
| 3Y | +384.0% | +201.4% | +182.6% | +253.2% |
| All | +769.3% | +567.8% | +201.6% | +438.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling