+449.8%
VLO vs XHB
+33.4%
+416.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -0.4% | -4.1% | +3.7% | +0.4% |
| 30D | -16.6% | +9.6% | -26.2% | -18.3% |
| 3M | +12.3% | -6.0% | +18.3% | +13.5% |
| 6M | +47.8% | +2.2% | +45.6% | +45.5% |
| YTD | +126.7% | +1.1% | +125.6% | +121.7% |
| 1Y | +105.4% | -1.7% | +107.1% | +102.5% |
| 3Y | +222.0% | +36.5% | +185.5% | +186.2% |
| 5Y | +449.8% | +33.5% | +416.4% | +375.9% |
| All | +449.8% | +33.4% | +416.4% | +375.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling