+192.7%
VLO vs XHB
+26.5%
+166.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +3.7% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | +28.3% | -9.1% | +37.4% | +30.5% |
| 3M | +48.7% | -2.3% | +51.1% | +48.2% |
| 6M | +71.9% | -4.1% | +76.0% | +71.3% |
| YTD | +138.7% | -1.7% | +140.4% | +134.7% |
| 1Y | +148.5% | -15.1% | +163.6% | +158.7% |
| 3Y | +192.7% | +26.8% | +165.8% | +157.0% |
| All | +192.7% | +26.5% | +166.2% | +157.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling