+192.7%
VLO vs EXE
+21.0%
+171.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.2% |
| 7D | +5.8% | -1.8% | +7.6% | +6.4% |
| 30D | +28.3% | +6.4% | +21.9% | +25.8% |
| 3M | +48.7% | +9.2% | +39.5% | +44.2% |
| 6M | +71.9% | -7.0% | +78.9% | +75.3% |
| YTD | +138.7% | -9.5% | +148.1% | +144.5% |
| 1Y | +148.5% | +6.2% | +142.2% | +139.7% |
| 3Y | +192.7% | +20.7% | +171.9% | +160.1% |
| All | +192.7% | +21.0% | +171.7% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling