+473.2%
VLO vs EXC
+41.3%
+432.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.1% |
| 7D | +9.6% | +1.4% | +8.3% | +9.4% |
| 30D | -17.4% | +8.6% | -26.0% | -18.4% |
| 3M | +10.8% | +2.4% | +8.4% | +10.3% |
| 6M | +56.9% | +6.5% | +50.5% | +55.0% |
| YTD | +136.8% | +9.0% | +127.7% | +132.2% |
| 1Y | +120.7% | +4.6% | +116.1% | +118.1% |
| 3Y | +231.9% | +33.5% | +198.4% | +204.1% |
| All | +473.2% | +41.3% | +432.0% | +409.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling