+195.5%
VLO vs XLB
+35.9%
+159.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.2% |
| 7D | +5.2% | -1.4% | +6.6% | +6.0% |
| 30D | +22.6% | -0.4% | +23.0% | +22.7% |
| 3M | +43.8% | +2.0% | +41.8% | +41.4% |
| 6M | +65.7% | +1.8% | +63.9% | +62.4% |
| YTD | +131.1% | +16.6% | +114.5% | +102.2% |
| 1Y | +143.6% | +16.9% | +126.7% | +112.0% |
| All | +195.5% | +35.9% | +159.6% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling