+938.9%
VLO vs EXPE
+153.6%
+785.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | +6.2% | -11.5% | +17.8% | +10.0% |
| 30D | +23.5% | -13.1% | +36.6% | +28.2% |
| 3M | +53.9% | +18.1% | +35.7% | +43.7% |
| 6M | +81.7% | +13.3% | +68.4% | +69.8% |
| YTD | +142.5% | -3.2% | +145.7% | +134.6% |
| 1Y | +145.4% | +26.1% | +119.3% | +113.3% |
| 3Y | +197.3% | +151.7% | +45.6% | +87.7% |
| 5Y | +614.6% | +88.3% | +526.2% | +355.2% |
| 10Y | +938.9% | +158.0% | +780.8% | +387.2% |
| All | +938.9% | +153.6% | +785.3% | +387.2% |
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