+223.1%
VLO vs EXEL
+244.2%
-21.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.9% |
| 7D | -6.5% | +2.3% | -8.8% | -6.5% |
| 30D | -17.8% | +19.8% | -37.6% | -18.1% |
| 3M | +19.6% | +32.7% | -13.1% | +18.8% |
| 6M | +49.3% | +49.0% | +0.3% | +47.3% |
| YTD | +122.4% | +63.7% | +58.7% | +117.9% |
| 1Y | +107.4% | +75.8% | +31.7% | +101.7% |
| 3Y | +223.1% | +241.3% | -18.2% | +193.1% |
| All | +223.1% | +244.2% | -21.2% | +193.1% |
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