+609.6%
VLO vs XPO
+257.8%
+351.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +4.0% | -1.3% | +5.3% | +4.2% |
| 30D | +19.0% | -10.4% | +29.3% | +21.2% |
| 3M | +50.0% | -15.7% | +65.7% | +54.2% |
| 6M | +79.1% | -6.3% | +85.5% | +79.6% |
| YTD | +140.3% | +34.2% | +106.1% | +124.4% |
| 1Y | +148.3% | +39.9% | +108.4% | +128.5% |
| 3Y | +194.6% | +155.2% | +39.4% | +141.2% |
| 5Y | +609.6% | +264.7% | +344.9% | +423.9% |
| All | +609.6% | +257.8% | +351.8% | +423.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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