+53.0%
VLO vs XME
-22.4%
+75.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +2.9% |
| 7D | +6.8% | +5.3% | +1.4% | +7.3% |
| 30D | -17.9% | -8.2% | -9.7% | -18.3% |
| 3M | +13.5% | -18.4% | +31.9% | +12.0% |
| 6M | +53.0% | -22.8% | +75.9% | +49.8% |
| All | +53.0% | -22.4% | +75.5% | +49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling