+120.6%
VLO vs XLB
+29.8%
+90.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.5% | -8.2% | -5.0% |
| 7D | -6.0% | +3.9% | -9.9% | -4.9% |
| 30D | -12.9% | +8.9% | -21.8% | -11.0% |
| 3M | +18.3% | +4.1% | +14.2% | +19.9% |
| 6M | +46.4% | +7.3% | +39.1% | +49.3% |
| YTD | +127.7% | +20.4% | +107.4% | +122.8% |
| 1Y | +120.6% | +29.5% | +91.1% | +109.5% |
| All | +120.6% | +29.8% | +90.8% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling