+601.6%
VLO vs XLB
+35.6%
+566.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.9% |
| 7D | +5.8% | -0.2% | +6.0% | +5.9% |
| 30D | +28.3% | -1.7% | +30.1% | +29.7% |
| 3M | +48.7% | +4.4% | +44.4% | +43.2% |
| 6M | +71.9% | +5.0% | +66.9% | +63.0% |
| YTD | +138.7% | +15.5% | +123.2% | +109.4% |
| 1Y | +148.5% | +14.9% | +133.5% | +118.1% |
| 3Y | +192.7% | +34.5% | +158.1% | +127.2% |
| 5Y | +601.6% | +36.5% | +565.1% | +438.7% |
| All | +601.6% | +35.6% | +566.0% | +438.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling