+65.7%
VLO vs XHB
-7.7%
+73.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.5% |
| 7D | +5.2% | -1.3% | +6.5% | +4.5% |
| 30D | +22.6% | -6.9% | +29.5% | +17.8% |
| 3M | +43.8% | -1.3% | +45.0% | +44.4% |
| 6M | +65.7% | -6.8% | +72.5% | +65.7% |
| All | +65.7% | -7.7% | +73.4% | +65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling