+105.4%
VLO vs EXEL
+70.6%
+34.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.4% | -2.8% | +2.4% | -0.9% |
| 30D | -16.6% | +18.2% | -34.8% | -13.8% |
| 3M | +12.3% | +37.7% | -25.5% | +19.8% |
| 6M | +47.8% | +42.2% | +5.6% | +59.1% |
| YTD | +126.7% | +61.3% | +65.4% | +150.8% |
| 1Y | +105.4% | +64.5% | +40.9% | +127.2% |
| All | +105.4% | +70.6% | +34.8% | +127.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling