+601.6%
VLO vs EXC
+48.6%
+553.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | +5.8% | +1.2% | +4.5% | +5.6% |
| 30D | +28.3% | -2.7% | +31.1% | +28.8% |
| 3M | +48.7% | -1.0% | +49.7% | +48.7% |
| 6M | +71.9% | -9.3% | +81.2% | +74.3% |
| YTD | +138.7% | +3.6% | +135.0% | +135.9% |
| 1Y | +148.5% | +5.9% | +142.5% | +144.0% |
| 3Y | +192.7% | +21.3% | +171.4% | +174.3% |
| 5Y | +601.6% | +46.2% | +555.5% | +525.3% |
| All | +601.6% | +48.6% | +553.0% | +525.3% |
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