+601.6%
VLO vs XHB
+37.2%
+564.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +3.8% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | +28.3% | -9.1% | +37.4% | +30.9% |
| 3M | +48.7% | -2.3% | +51.1% | +48.4% |
| 6M | +71.9% | -4.1% | +76.0% | +71.2% |
| YTD | +138.7% | -1.7% | +140.4% | +135.2% |
| 1Y | +148.5% | -15.1% | +163.6% | +156.4% |
| 3Y | +192.7% | +26.8% | +165.8% | +164.6% |
| 5Y | +601.6% | +37.3% | +564.3% | +527.1% |
| All | +601.6% | +37.2% | +564.4% | +527.1% |
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