+115.7%
VLO vs ICE
+18.5%
+97.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +6.8% | +2.2% | +4.5% | +6.8% |
| 30D | -17.9% | +13.7% | -31.6% | -17.8% |
| 3M | +13.5% | +17.9% | -4.4% | +13.7% |
| 6M | +53.0% | +15.0% | +38.1% | +54.5% |
| YTD | +133.7% | +10.9% | +122.8% | +123.3% |
| 1Y | +115.7% | +17.0% | +98.7% | +100.6% |
| All | +115.7% | +18.5% | +97.2% | +100.6% |
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