+60.5%
VZ vs VLO
+886.4%
-825.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | +5.2% | -5.1% | -0.4% |
| 30D | +7.9% | +22.6% | -14.7% | +5.7% |
| 3M | +13.6% | +43.8% | -30.1% | +9.4% |
| 6M | +1.1% | +65.7% | -64.6% | -4.3% |
| YTD | +29.3% | +131.1% | -101.8% | +18.0% |
| 1Y | +21.2% | +143.6% | -122.4% | +9.8% |
| 3Y | +75.9% | +201.4% | -125.5% | +53.6% |
| 5Y | +24.1% | +568.9% | -544.8% | -4.1% |
| All | +60.5% | +886.4% | -825.9% | +11.9% |
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