+35,889.1%
VLO vs EXPD
+30,859.1%
+5,030.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +5.2% | -1.1% | +6.3% | +5.5% |
| 30D | +22.6% | +4.1% | +18.5% | +21.3% |
| 3M | +43.8% | +17.9% | +25.9% | +37.3% |
| 6M | +65.7% | +29.2% | +36.5% | +54.0% |
| YTD | +131.1% | +27.4% | +103.7% | +114.8% |
| 1Y | +143.6% | +56.8% | +86.8% | +112.9% |
| 3Y | +201.4% | +68.0% | +133.3% | +157.8% |
| 5Y | +568.9% | +61.9% | +507.0% | +468.3% |
| 10Y | +891.8% | +316.0% | +575.8% | +565.3% |
| All | +35,889.1% | +30,859.1% | +5,030.0% | +17,603.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling