+231.9%
VLO vs EXPE
+121.7%
+110.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +9.6% | -0.5% | +10.1% | +9.7% |
| 30D | -17.4% | -6.1% | -11.3% | -17.2% |
| 3M | +10.8% | -21.3% | +32.1% | +12.4% |
| 6M | +56.9% | +19.0% | +37.9% | +52.5% |
| YTD | +136.8% | -8.4% | +145.2% | +135.8% |
| 1Y | +120.7% | -2.8% | +123.5% | +117.0% |
| 3Y | +231.9% | +120.8% | +111.2% | +161.1% |
| All | +231.9% | +121.7% | +110.3% | +161.1% |
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