+778.9%
VLO vs XLB
+164.1%
+614.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +4.3% |
| 7D | +6.8% | 0.0% | +6.7% | +6.7% |
| 30D | -17.9% | +5.3% | -23.1% | -22.3% |
| 3M | +13.5% | 0.0% | +13.5% | +12.5% |
| 6M | +53.0% | +1.2% | +51.8% | +47.5% |
| YTD | +133.7% | +16.9% | +116.8% | +90.9% |
| 1Y | +115.7% | +20.9% | +94.8% | +69.6% |
| 3Y | +231.9% | +43.3% | +188.6% | +114.9% |
| 5Y | +471.6% | +28.3% | +443.3% | +308.7% |
| All | +778.9% | +164.1% | +614.8% | +176.5% |
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 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