+210.5%
VLO vs XME
+99.4%
+111.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.2% |
| 7D | -9.5% | -0.2% | -9.4% | -9.5% |
| 30D | -19.1% | -9.2% | -10.0% | -17.2% |
| 3M | +11.4% | -17.8% | +29.1% | +16.9% |
| 6M | +46.7% | -20.0% | +66.8% | +54.6% |
| YTD | +118.6% | -6.6% | +125.2% | +111.9% |
| 1Y | +99.9% | +1.8% | +98.1% | +85.2% |
| 3Y | +210.5% | +98.7% | +111.7% | +90.7% |
| All | +210.5% | +99.4% | +111.1% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling