+1,105.1%
VLO vs XME
+242.3%
+862.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +22.6% | +6.0% | +16.6% | +17.6% |
| 3M | +43.8% | -7.7% | +51.5% | +48.0% |
| 6M | +65.7% | +1.0% | +64.8% | +57.6% |
| YTD | +131.1% | +14.6% | +116.5% | +101.3% |
| 1Y | +143.6% | +46.0% | +97.7% | +78.8% |
| 3Y | +201.4% | +127.0% | +74.4% | +62.7% |
| 5Y | +568.9% | +175.8% | +393.1% | +206.9% |
| 10Y | +891.8% | +414.6% | +477.2% | +194.7% |
| All | +1,105.1% | +242.3% | +862.7% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling