+313.3%
VLO vs XLC
+135.2%
+178.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -9.5% | +6.2% | -15.8% | -13.1% |
| 30D | -19.1% | -2.4% | -16.8% | -18.1% |
| 3M | +11.4% | -3.3% | +14.7% | +13.0% |
| 6M | +46.7% | -7.3% | +54.0% | +52.1% |
| YTD | +118.6% | -7.6% | +126.3% | +125.4% |
| 1Y | +99.9% | -3.7% | +103.6% | +100.1% |
| 3Y | +210.5% | +62.9% | +147.5% | +111.1% |
| 5Y | +432.7% | +41.6% | +391.0% | +303.7% |
| All | +313.3% | +135.2% | +178.1% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling