+120.6%
VLO vs XME
+5.2%
+115.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.7% | -5.8% |
| 7D | -6.0% | -5.5% | -0.5% | -6.1% |
| 30D | -12.9% | -11.1% | -1.8% | -12.8% |
| 3M | +18.3% | -11.1% | +29.5% | +18.4% |
| 6M | +46.4% | -18.0% | +64.4% | +47.4% |
| YTD | +127.7% | -7.4% | +135.1% | +123.9% |
| 1Y | +120.6% | +6.7% | +113.9% | +110.2% |
| All | +120.6% | +5.2% | +115.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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