+614.6%
VLO vs ICE
+39.3%
+575.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +6.2% | -0.9% | +7.1% | +6.4% |
| 30D | +23.5% | +4.0% | +19.5% | +22.5% |
| 3M | +53.9% | +11.0% | +42.9% | +50.6% |
| 6M | +81.7% | -5.0% | +86.6% | +83.7% |
| YTD | +142.5% | -2.7% | +145.2% | +142.5% |
| 1Y | +145.4% | -8.6% | +154.1% | +149.1% |
| 3Y | +197.3% | +41.4% | +156.0% | +169.1% |
| 5Y | +614.6% | +39.9% | +574.7% | +517.0% |
| All | +614.6% | +39.3% | +575.3% | +517.0% |
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