+148.3%
VLO vs ICE
-9.0%
+157.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +4.0% | -5.3% | +9.3% | +4.1% |
| 30D | +19.0% | +3.0% | +16.0% | +18.9% |
| 3M | +50.0% | +11.4% | +38.5% | +50.2% |
| 6M | +79.1% | -2.0% | +81.2% | +81.2% |
| YTD | +140.3% | -3.1% | +143.4% | +136.6% |
| 1Y | +148.3% | -8.4% | +156.7% | +140.0% |
| All | +148.3% | -9.0% | +157.4% | +140.0% |
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 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