+601.6%
VLO vs XOP
+156.8%
+444.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +1.9% |
| 7D | +5.8% | +0.6% | +5.1% | +5.2% |
| 30D | +28.3% | +16.5% | +11.8% | +13.3% |
| 3M | +48.7% | +15.7% | +33.0% | +31.9% |
| 6M | +71.9% | +19.2% | +52.7% | +49.3% |
| YTD | +138.7% | +55.0% | +83.7% | +67.8% |
| 1Y | +148.5% | +54.2% | +94.3% | +75.0% |
| 3Y | +192.7% | +35.9% | +156.8% | +127.1% |
| 5Y | +601.6% | +162.4% | +439.2% | +243.7% |
| All | +601.6% | +156.8% | +444.8% | +243.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 5y: compounded portfolio wealth divided by compounded XOP 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…
5y analysis · Full analysis span regression · 6 months rolling