+582.8%
VLO vs EXE
+191.4%
+391.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | +22.6% | +8.5% | +14.1% | +18.4% |
| 3M | +43.8% | +5.5% | +38.3% | +40.0% |
| 6M | +65.7% | -5.9% | +71.6% | +69.3% |
| YTD | +131.1% | -9.7% | +140.8% | +138.7% |
| 1Y | +143.6% | +3.6% | +140.1% | +135.1% |
| 3Y | +201.4% | +18.0% | +183.3% | +166.3% |
| 5Y | +568.9% | +109.4% | +459.5% | +332.2% |
| All | +582.8% | +191.4% | +391.4% | +267.7% |
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