+231.9%
VLO vs EXC
+31.9%
+200.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.4% |
| 7D | +9.6% | +1.4% | +8.3% | +9.7% |
| 30D | -17.4% | +8.6% | -26.0% | -17.1% |
| 3M | +10.8% | +2.4% | +8.4% | +10.9% |
| 6M | +56.9% | +6.5% | +50.5% | +57.1% |
| YTD | +136.8% | +9.0% | +127.7% | +137.1% |
| 1Y | +120.7% | +4.6% | +116.1% | +121.1% |
| 3Y | +231.9% | +33.5% | +198.4% | +214.4% |
| All | +231.9% | +31.9% | +200.1% | +214.4% |
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