+717.1%
VLO vs XLB
+166.1%
+551.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | -9.5% | +0.5% | -10.0% | -10.1% |
| 30D | -19.1% | +6.9% | -26.1% | -24.7% |
| 3M | +11.4% | -0.2% | +11.5% | +10.5% |
| 6M | +46.7% | +3.3% | +43.4% | +38.7% |
| YTD | +118.6% | +18.0% | +100.6% | +77.0% |
| 1Y | +99.9% | +24.2% | +75.7% | +52.9% |
| 3Y | +210.5% | +44.7% | +165.8% | +99.3% |
| 5Y | +432.7% | +31.6% | +401.1% | +270.4% |
| 10Y | +717.1% | +164.2% | +552.9% | +165.1% |
| All | +717.1% | +166.1% | +551.0% | +165.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling