+145.4%
VLO vs XLC
-2.2%
+147.7%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.4% |
| 7D | +6.2% | -1.4% | +7.7% | +5.8% |
| 30D | +23.5% | -0.9% | +24.4% | +23.1% |
| 3M | +53.9% | -0.3% | +54.2% | +53.5% |
| 6M | +81.7% | -5.2% | +86.8% | +82.4% |
| YTD | +142.5% | -5.3% | +147.8% | +142.9% |
| 1Y | +145.4% | -2.8% | +148.3% | +139.7% |
| All | +145.4% | -2.2% | +147.7% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling