+778.9%
VLO vs EXPE
+126.2%
+652.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +6.8% | -4.2% | +10.9% | +8.1% |
| 30D | -17.9% | -4.5% | -13.3% | -17.7% |
| 3M | +13.5% | -19.7% | +33.3% | +19.1% |
| 6M | +53.0% | +18.3% | +34.8% | +40.5% |
| YTD | +133.7% | -7.3% | +141.1% | +126.0% |
| 1Y | +115.7% | -3.9% | +119.6% | +105.2% |
| 3Y | +231.9% | +123.0% | +108.9% | +117.4% |
| 5Y | +471.6% | +47.9% | +423.6% | +305.1% |
| All | +778.9% | +126.2% | +652.7% | +281.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling