+441.8%
VLO vs ICE
+37.6%
+404.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.8% |
| 7D | -6.5% | +1.0% | -7.5% | -6.7% |
| 30D | -17.8% | +11.4% | -29.2% | -19.5% |
| 3M | +19.6% | +16.2% | +3.4% | +16.0% |
| 6M | +49.3% | +12.5% | +36.8% | +45.9% |
| YTD | +122.4% | +8.6% | +113.8% | +117.5% |
| 1Y | +107.4% | +18.4% | +89.1% | +98.2% |
| 3Y | +223.1% | +66.4% | +156.6% | +181.0% |
| All | +441.8% | +37.6% | +404.2% | +362.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling