+938.9%
VLO vs EXEL
+378.5%
+560.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.4% |
| 7D | +6.2% | -0.3% | +6.6% | +6.3% |
| 30D | +23.5% | +10.1% | +13.4% | +21.3% |
| 3M | +53.9% | +10.1% | +43.8% | +50.6% |
| 6M | +81.7% | +37.7% | +44.0% | +69.6% |
| YTD | +142.5% | +33.1% | +109.4% | +127.2% |
| 1Y | +145.4% | +52.4% | +93.1% | +122.8% |
| 3Y | +197.3% | +163.8% | +33.5% | +133.9% |
| 5Y | +614.6% | +198.5% | +416.1% | +434.9% |
| 10Y | +938.9% | +386.9% | +552.0% | +584.9% |
| All | +938.9% | +378.5% | +560.4% | +584.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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