+790.3%
VLO vs ICE
+259.6%
+530.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +9.6% | +3.6% | +6.0% | +7.8% |
| 30D | -17.4% | +15.1% | -32.5% | -22.8% |
| 3M | +10.8% | +15.4% | -4.6% | +3.2% |
| 6M | +56.9% | +16.1% | +40.8% | +45.1% |
| YTD | +136.8% | +11.4% | +125.4% | +120.7% |
| 1Y | +120.7% | +18.5% | +102.2% | +99.0% |
| 3Y | +231.9% | +70.5% | +161.4% | +139.4% |
| 5Y | +479.0% | +40.9% | +438.1% | +355.9% |
| All | +790.3% | +259.6% | +530.7% | +329.7% |
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