+911.8%
VLO vs XHB
+210.4%
+701.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.3% |
| 7D | +4.0% | -5.2% | +9.2% | +6.9% |
| 30D | +19.0% | -12.1% | +31.1% | +27.2% |
| 3M | +50.0% | -6.2% | +56.2% | +52.9% |
| 6M | +79.1% | -6.7% | +85.8% | +79.2% |
| YTD | +140.3% | -5.5% | +145.7% | +137.1% |
| 1Y | +148.3% | -15.6% | +164.0% | +161.2% |
| 3Y | +194.6% | +22.0% | +172.6% | +134.3% |
| 5Y | +609.6% | +31.8% | +577.7% | +407.8% |
| All | +911.8% | +210.4% | +701.4% | +253.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling