+199.0%
VLO vs EXC
+26.3%
+172.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | -13.3% | -1.2% | -12.1% | -13.3% |
| 30D | -18.3% | +10.0% | -28.3% | -18.1% |
| 3M | +14.3% | +1.6% | +12.7% | +14.4% |
| 6M | +47.6% | +3.3% | +44.4% | +47.6% |
| YTD | +116.0% | +7.6% | +108.4% | +116.1% |
| 1Y | +101.0% | +3.5% | +97.5% | +101.2% |
| 3Y | +199.0% | +27.7% | +171.4% | +186.7% |
| All | +199.0% | +26.3% | +172.7% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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