+120.6%
VLO vs XHB
+5.8%
+114.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.4% | -11.2% | -3.7% |
| 7D | -6.0% | +9.7% | -15.7% | -2.4% |
| 30D | -12.9% | +11.7% | -24.5% | -8.9% |
| 3M | +18.3% | -1.4% | +19.7% | +19.1% |
| 6M | +46.4% | +6.8% | +39.7% | +52.0% |
| YTD | +127.7% | +5.5% | +122.3% | +137.7% |
| 1Y | +120.6% | +5.1% | +115.5% | +131.0% |
| All | +120.6% | +5.8% | +114.8% | +131.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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