+192.7%
VLO vs ICE
+41.9%
+150.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +3.6% |
| 7D | +5.8% | -1.2% | +6.9% | +5.9% |
| 30D | +28.3% | +5.0% | +23.4% | +27.3% |
| 3M | +48.7% | +13.9% | +34.9% | +45.7% |
| 6M | +71.9% | -4.4% | +76.3% | +74.3% |
| YTD | +138.7% | -1.9% | +140.6% | +138.4% |
| 1Y | +148.5% | -8.1% | +156.6% | +152.5% |
| 3Y | +192.7% | +42.5% | +150.2% | +156.1% |
| All | +192.7% | +41.9% | +150.7% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling