+120.6%
VLO vs ICE
+21.0%
+99.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.3% | -8.1% | -5.7% |
| 7D | -6.0% | +12.2% | -18.1% | -6.0% |
| 30D | -12.9% | +15.0% | -27.8% | -12.8% |
| 3M | +18.3% | +17.6% | +0.7% | +18.5% |
| 6M | +46.4% | +12.6% | +33.8% | +47.9% |
| YTD | +127.7% | +9.1% | +118.6% | +118.7% |
| 1Y | +120.6% | +20.6% | +100.0% | +98.4% |
| All | +120.6% | +21.0% | +99.6% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling