+911.8%
VLO vs ICE
+217.4%
+694.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +4.0% | -5.3% | +9.3% | +6.6% |
| 30D | +19.0% | +3.0% | +16.0% | +17.2% |
| 3M | +50.0% | +11.4% | +38.5% | +41.6% |
| 6M | +79.1% | -2.0% | +81.2% | +79.4% |
| YTD | +140.3% | -3.1% | +143.4% | +139.6% |
| 1Y | +148.3% | -8.4% | +156.7% | +154.4% |
| 3Y | +194.6% | +40.7% | +153.9% | +133.6% |
| 5Y | +609.6% | +40.0% | +569.6% | +441.3% |
| All | +911.8% | +217.4% | +694.4% | +434.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling