+20.2%
VZ vs VLO
+412.5%
-392.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.9% |
| 7D | +2.1% | -13.3% | +15.5% | +2.9% |
| 30D | +1.4% | -18.3% | +19.7% | +2.4% |
| 3M | -1.3% | +14.3% | -15.6% | -2.1% |
| 6M | -0.5% | +47.6% | -48.2% | -2.8% |
| YTD | +19.6% | +116.0% | -96.3% | +14.4% |
| 1Y | +22.4% | +101.0% | -78.6% | +17.4% |
| 3Y | +55.9% | +199.0% | -143.1% | +44.4% |
| All | +20.2% | +412.5% | -392.3% | +7.0% |
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