+590.6%
VLO vs EXE
+163.0%
+427.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +6.8% | +3.6% | +3.2% | +5.2% |
| 30D | -17.9% | -4.3% | -13.5% | -16.3% |
| 3M | +13.5% | -7.7% | +21.2% | +17.2% |
| 6M | +53.0% | -7.2% | +60.3% | +57.2% |
| YTD | +133.7% | -18.5% | +152.2% | +151.8% |
| 1Y | +115.7% | -24.4% | +140.0% | +139.7% |
| 3Y | +231.9% | +21.6% | +210.3% | +187.6% |
| 5Y | +471.6% | +77.3% | +394.2% | +304.0% |
| All | +590.6% | +163.0% | +427.6% | +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