+10,186.0%
VLO vs EXEL
+346.4%
+9,839.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -9.5% | -2.4% | -7.1% | -9.2% |
| 30D | -19.1% | +17.9% | -37.1% | -20.9% |
| 3M | +11.4% | +33.3% | -21.9% | +7.2% |
| 6M | +46.7% | +46.6% | +0.2% | +39.1% |
| YTD | +118.6% | +61.0% | +57.6% | +103.7% |
| 1Y | +99.9% | +70.4% | +29.4% | +84.7% |
| 3Y | +210.5% | +236.1% | -25.6% | +157.8% |
| 5Y | +432.7% | +284.8% | +147.8% | +328.9% |
| 10Y | +717.1% | +348.4% | +368.7% | +517.1% |
| All | +10,186.0% | +346.4% | +9,839.7% | +5,555.4% |
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