+790.3%
VLO vs EXPD
+335.0%
+455.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +9.6% | +5.5% | +4.1% | +7.0% |
| 30D | -17.4% | -0.8% | -16.6% | -17.1% |
| 3M | +10.8% | +4.1% | +6.6% | +8.6% |
| 6M | +56.9% | +25.7% | +31.3% | +40.5% |
| YTD | +136.8% | +31.4% | +105.4% | +104.7% |
| 1Y | +120.7% | +42.2% | +78.5% | +83.1% |
| 3Y | +231.9% | +77.2% | +154.7% | +141.6% |
| 5Y | +479.0% | +61.0% | +418.0% | +330.5% |
| All | +790.3% | +335.0% | +455.3% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling