+35,889.1%
VLO vs EXC
+2,353.7%
+33,535.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +5.2% | +0.3% | +4.9% | +5.1% |
| 30D | +22.6% | -3.7% | +26.3% | +24.3% |
| 3M | +43.8% | -1.3% | +45.1% | +43.9% |
| 6M | +65.7% | -9.7% | +75.5% | +71.6% |
| YTD | +131.1% | +2.9% | +128.2% | +126.1% |
| 1Y | +143.6% | +4.4% | +139.2% | +136.3% |
| 3Y | +201.4% | +22.2% | +179.2% | +167.7% |
| 5Y | +568.9% | +46.7% | +522.2% | +441.4% |
| 10Y | +891.8% | +155.3% | +736.5% | +531.7% |
| All | +35,889.1% | +2,353.7% | +33,535.3% | +15,689.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling