+16,348.8%
VLO vs XLB
+822.6%
+15,526.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.3% |
| 7D | +5.2% | -1.4% | +6.6% | +6.4% |
| 30D | +22.6% | -0.4% | +23.0% | +22.8% |
| 3M | +43.8% | +2.0% | +41.8% | +39.8% |
| 6M | +65.7% | +1.8% | +63.9% | +59.4% |
| YTD | +131.1% | +16.6% | +114.5% | +96.8% |
| 1Y | +143.6% | +16.9% | +126.7% | +106.0% |
| 3Y | +201.4% | +32.6% | +168.8% | +127.5% |
| 5Y | +568.9% | +35.6% | +533.2% | +388.5% |
| 10Y | +891.8% | +160.0% | +731.8% | +336.4% |
| All | +16,348.8% | +822.6% | +15,526.2% | +3,771.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling