+192.7%
VLO vs XLC
+72.7%
+119.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.4% |
| 7D | +5.8% | +0.6% | +5.2% | +5.5% |
| 30D | +28.3% | +0.2% | +28.1% | +28.2% |
| 3M | +48.7% | +0.6% | +48.1% | +47.9% |
| 6M | +71.9% | -4.5% | +76.4% | +74.5% |
| YTD | +138.7% | -4.7% | +143.4% | +142.2% |
| 1Y | +148.5% | -1.7% | +150.1% | +147.2% |
| 3Y | +192.7% | +72.3% | +120.4% | +124.2% |
| All | +192.7% | +72.7% | +119.9% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling