+195.5%
VLO vs EXEL
+164.9%
+30.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +5.2% | +8.4% | -3.2% | +5.0% |
| 30D | +22.6% | +4.1% | +18.5% | +22.5% |
| 3M | +43.8% | +12.4% | +31.4% | +43.2% |
| 6M | +65.7% | +41.5% | +24.2% | +62.7% |
| YTD | +131.1% | +34.6% | +96.5% | +127.4% |
| 1Y | +143.6% | +57.9% | +85.8% | +135.5% |
| All | +195.5% | +164.9% | +30.6% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling