+616.4%
VLO vs EXE
+187.5%
+428.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.3% |
| 7D | +6.2% | -2.7% | +9.0% | +7.5% |
| 30D | +23.5% | -0.4% | +23.9% | +23.6% |
| 3M | +53.9% | +9.5% | +44.4% | +47.4% |
| 6M | +81.7% | -9.3% | +91.0% | +88.6% |
| YTD | +142.5% | -10.9% | +153.4% | +151.8% |
| 1Y | +145.4% | +4.3% | +141.1% | +136.0% |
| 3Y | +197.3% | +18.8% | +178.5% | +161.7% |
| 5Y | +614.6% | +101.4% | +513.2% | +371.1% |
| All | +616.4% | +187.5% | +428.8% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling