+195.5%
VLO vs EXC
+21.5%
+174.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +5.2% | +0.3% | +4.9% | +5.2% |
| 30D | +22.6% | -3.7% | +26.3% | +22.5% |
| 3M | +43.8% | -1.3% | +45.1% | +43.6% |
| 6M | +65.7% | -9.7% | +75.5% | +65.6% |
| YTD | +131.1% | +2.9% | +128.2% | +130.6% |
| 1Y | +143.6% | +4.4% | +139.2% | +142.8% |
| All | +195.5% | +21.5% | +174.0% | +183.1% |
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