+601.6%
VLO vs EXEL
+195.7%
+405.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.5% | +3.4% |
| 7D | +5.8% | +1.4% | +4.4% | +5.7% |
| 30D | +28.3% | +6.7% | +21.7% | +27.7% |
| 3M | +48.7% | +11.5% | +37.3% | +47.3% |
| 6M | +71.9% | +38.8% | +33.1% | +66.3% |
| YTD | +138.7% | +31.6% | +107.1% | +131.8% |
| 1Y | +148.5% | +53.0% | +95.4% | +136.4% |
| 3Y | +192.7% | +160.8% | +31.8% | +156.3% |
| 5Y | +601.6% | +190.1% | +411.5% | +481.7% |
| All | +601.6% | +195.7% | +405.9% | +481.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling