+601.6%
VLO vs EXPE
+89.5%
+512.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.9% | +11.2% | +4.2% |
| 7D | +5.8% | -9.8% | +15.5% | +7.0% |
| 30D | +28.3% | -11.5% | +39.8% | +30.0% |
| 3M | +48.7% | +21.7% | +27.0% | +43.8% |
| 6M | +71.9% | +10.4% | +61.5% | +67.9% |
| YTD | +138.7% | -2.5% | +141.2% | +135.9% |
| 1Y | +148.5% | +27.3% | +121.1% | +132.6% |
| 3Y | +192.7% | +153.5% | +39.1% | +137.6% |
| 5Y | +601.6% | +91.1% | +510.5% | +432.6% |
| All | +601.6% | +89.5% | +512.1% | +432.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling