+778.9%
VLO vs ICE
+258.3%
+520.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.8% |
| 7D | +6.8% | +2.2% | +4.5% | +5.7% |
| 30D | -17.9% | +13.7% | -31.6% | -22.8% |
| 3M | +13.5% | +17.9% | -4.4% | +4.7% |
| 6M | +53.0% | +15.0% | +38.1% | +42.2% |
| YTD | +133.7% | +10.9% | +122.8% | +118.2% |
| 1Y | +115.7% | +17.0% | +98.7% | +95.7% |
| 3Y | +231.9% | +68.2% | +163.7% | +141.2% |
| 5Y | +471.6% | +40.4% | +431.2% | +350.8% |
| All | +778.9% | +258.3% | +520.6% | +324.9% |
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