+599.6%
VLO vs EXE
+165.2%
+434.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +9.6% | +5.3% | +4.3% | +7.2% |
| 30D | -17.4% | -2.2% | -15.2% | -16.6% |
| 3M | +10.8% | -5.9% | +16.6% | +13.5% |
| 6M | +56.9% | -5.7% | +62.7% | +60.1% |
| YTD | +136.8% | -17.8% | +154.6% | +154.2% |
| 1Y | +120.7% | -23.1% | +143.8% | +143.6% |
| 3Y | +231.9% | +21.2% | +210.7% | +188.2% |
| 5Y | +479.0% | +78.8% | +400.2% | +307.8% |
| All | +599.6% | +165.2% | +434.4% | +291.6% |
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