+65.5%
VZ vs VLO
+770.2%
-704.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.8% |
| 7D | +2.1% | -13.3% | +15.5% | +3.5% |
| 30D | +1.4% | -18.3% | +19.7% | +3.3% |
| 3M | -1.3% | +14.3% | -15.6% | -2.8% |
| 6M | -0.5% | +47.6% | -48.2% | -4.8% |
| YTD | +19.6% | +116.0% | -96.3% | +9.7% |
| 1Y | +22.4% | +101.0% | -78.6% | +12.9% |
| 3Y | +55.9% | +199.0% | -143.1% | +35.8% |
| 5Y | +20.4% | +419.0% | -398.6% | -4.2% |
| All | +65.5% | +770.2% | -704.7% | +15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling