+120.6%
VLO vs XRT
+18.0%
+102.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.5% | -11.3% | -3.8% |
| 7D | -6.0% | +8.0% | -14.0% | -3.4% |
| 30D | -12.9% | +13.0% | -25.9% | -9.4% |
| 3M | +18.3% | +1.7% | +16.6% | +20.3% |
| 6M | +46.4% | +12.6% | +33.9% | +52.3% |
| YTD | +127.7% | +10.7% | +117.1% | +141.1% |
| 1Y | +120.6% | +18.4% | +102.2% | +132.9% |
| All | +120.6% | +18.0% | +102.7% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling