+911.8%
VLO vs XME
+426.6%
+485.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +1.3% |
| 7D | +4.0% | -3.0% | +7.0% | +5.9% |
| 30D | +19.0% | -2.6% | +21.6% | +20.2% |
| 3M | +50.0% | +2.2% | +47.8% | +45.5% |
| 6M | +79.1% | +0.7% | +78.4% | +70.8% |
| YTD | +140.3% | +10.9% | +129.4% | +112.7% |
| 1Y | +148.3% | +35.7% | +112.6% | +88.4% |
| 3Y | +194.6% | +127.1% | +67.5% | +52.2% |
| 5Y | +609.6% | +168.5% | +441.1% | +207.6% |
| All | +911.8% | +426.6% | +485.2% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling