+10,363.2%
VLO vs EXEL
+353.7%
+10,009.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.6% |
| 7D | -6.5% | +2.3% | -8.8% | -6.7% |
| 30D | -17.8% | +19.8% | -37.6% | -19.7% |
| 3M | +19.6% | +32.7% | -13.1% | +15.2% |
| 6M | +49.3% | +49.0% | +0.3% | +41.2% |
| YTD | +122.4% | +63.7% | +58.7% | +106.8% |
| 1Y | +107.4% | +75.8% | +31.7% | +90.9% |
| 3Y | +223.1% | +241.3% | -18.2% | +167.7% |
| 5Y | +432.2% | +289.0% | +143.2% | +328.0% |
| 10Y | +743.6% | +377.6% | +366.0% | +532.3% |
| All | +10,363.2% | +353.7% | +10,009.5% | +5,640.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling