+195.5%
VLO vs EXPE
+182.4%
+13.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +5.2% | -9.5% | +14.7% | +6.0% |
| 30D | +22.6% | -6.6% | +29.2% | +23.1% |
| 3M | +43.8% | +31.4% | +12.4% | +39.7% |
| 6M | +65.7% | +35.2% | +30.6% | +59.5% |
| YTD | +131.1% | +5.8% | +125.3% | +128.5% |
| 1Y | +143.6% | +38.7% | +105.0% | +128.6% |
| All | +195.5% | +182.4% | +13.1% | +163.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling