+790.3%
VLO vs XRT
+136.4%
+654.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +9.6% | +1.7% | +7.9% | +8.5% |
| 30D | -17.4% | +7.5% | -24.9% | -21.4% |
| 3M | +10.8% | +2.2% | +8.6% | +8.3% |
| 6M | +56.9% | +14.7% | +42.3% | +41.9% |
| YTD | +136.8% | +7.5% | +129.3% | +120.6% |
| 1Y | +120.7% | +14.1% | +106.5% | +97.6% |
| 3Y | +231.9% | +58.8% | +173.1% | +134.8% |
| 5Y | +479.0% | -3.9% | +482.9% | +458.2% |
| All | +790.3% | +136.4% | +654.0% | +233.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling