+33,533.0%
VLO vs EXPD
+30,172.0%
+3,361.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | -13.3% | -7.2% | -6.2% | -11.5% |
| 30D | -18.3% | -3.3% | -15.0% | -17.6% |
| 3M | +14.3% | +3.4% | +11.0% | +13.2% |
| 6M | +47.6% | +22.7% | +24.9% | +39.4% |
| YTD | +116.0% | +24.5% | +91.4% | +101.8% |
| 1Y | +101.0% | +38.6% | +62.4% | +82.2% |
| 3Y | +199.0% | +71.5% | +127.5% | +154.5% |
| 5Y | +419.0% | +56.2% | +362.8% | +345.8% |
| 10Y | +778.2% | +310.5% | +467.7% | +491.1% |
| All | +33,533.0% | +30,172.0% | +3,361.0% | +16,535.0% |
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 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