+778.9%
VLO vs XME
+266.4%
+512.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +4.3% |
| 7D | +6.8% | +5.3% | +1.4% | +3.4% |
| 30D | -17.9% | -8.2% | -9.7% | -14.3% |
| 3M | +13.5% | -18.4% | +31.9% | +25.8% |
| 6M | +53.0% | -22.8% | +75.9% | +71.7% |
| YTD | +133.7% | -7.9% | +141.6% | +127.8% |
| 1Y | +115.7% | -0.9% | +116.5% | +98.9% |
| 3Y | +231.9% | +96.0% | +136.0% | +82.9% |
| 5Y | +471.6% | +110.3% | +361.3% | +183.5% |
| All | +778.9% | +266.4% | +512.5% | +154.1% |
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