+557.0%
VLO vs EXE
+155.8%
+401.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.3% |
| 7D | -6.5% | -3.9% | -2.6% | -4.8% |
| 30D | -17.8% | -2.6% | -15.2% | -16.8% |
| 3M | +19.6% | -6.9% | +26.4% | +23.1% |
| 6M | +49.3% | -9.3% | +58.6% | +54.9% |
| YTD | +122.4% | -20.7% | +143.1% | +142.5% |
| 1Y | +107.4% | -21.8% | +129.3% | +127.1% |
| 3Y | +223.1% | +16.2% | +206.9% | +185.7% |
| 5Y | +432.2% | +61.1% | +371.1% | +292.7% |
| All | +557.0% | +155.8% | +401.2% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling