+223.1%
VLO vs EXPD
+72.3%
+150.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.0% |
| 7D | -6.5% | -5.5% | -1.0% | -4.6% |
| 30D | -17.8% | -1.9% | -15.9% | -17.2% |
| 3M | +19.6% | +6.1% | +13.5% | +17.1% |
| 6M | +49.3% | +21.6% | +27.6% | +38.9% |
| YTD | +122.4% | +27.9% | +94.5% | +101.0% |
| 1Y | +107.4% | +39.4% | +68.0% | +80.2% |
| 3Y | +223.1% | +72.7% | +150.4% | +144.8% |
| All | +223.1% | +72.3% | +150.8% | +144.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling