+1,373.6%
VLO vs ICE
+2,331.7%
-958.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.8% |
| 7D | +5.2% | -0.7% | +5.9% | +5.4% |
| 30D | +22.6% | +7.6% | +15.0% | +19.0% |
| 3M | +43.8% | +13.9% | +29.8% | +35.8% |
| 6M | +65.7% | -2.4% | +68.1% | +65.9% |
| YTD | +131.1% | +0.3% | +130.8% | +127.5% |
| 1Y | +143.6% | -6.4% | +150.0% | +146.2% |
| 3Y | +201.4% | +43.1% | +158.3% | +153.8% |
| 5Y | +568.9% | +42.1% | +526.8% | +452.5% |
| 10Y | +891.8% | +220.9% | +670.9% | +495.8% |
| All | +1,373.6% | +2,331.7% | -958.1% | +360.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling