+743.6%
VLO vs XRT
+163.3%
+580.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +0.9% |
| 7D | -6.5% | +2.5% | -9.0% | -8.1% |
| 30D | -17.8% | +10.3% | -28.1% | -22.9% |
| 3M | +19.6% | +2.4% | +17.2% | +16.8% |
| 6M | +49.3% | +10.0% | +39.3% | +38.4% |
| YTD | +122.4% | +9.5% | +112.8% | +105.1% |
| 1Y | +107.4% | +17.2% | +90.3% | +83.0% |
| 3Y | +223.1% | +62.0% | +161.1% | +126.1% |
| 5Y | +432.2% | -2.1% | +434.3% | +407.7% |
| 10Y | +743.6% | +152.6% | +591.1% | +195.9% |
| All | +743.6% | +163.3% | +580.3% | +195.9% |
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 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