+120.6%
VLO vs EXPE
+48.9%
+71.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +10.5% | -16.3% | -4.5% |
| 7D | -6.0% | +14.6% | -20.6% | -4.3% |
| 30D | -12.9% | +21.4% | -34.3% | -10.8% |
| 3M | +18.3% | +1.4% | +17.0% | +19.2% |
| 6M | +46.4% | +28.6% | +17.8% | +51.5% |
| YTD | +127.7% | +12.1% | +115.6% | +132.6% |
| 1Y | +120.6% | +50.0% | +70.6% | +121.3% |
| All | +120.6% | +48.9% | +71.7% | +121.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling