+148.5%
VLO vs XRT
-1.4%
+149.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +3.0% |
| 7D | +5.8% | -0.3% | +6.0% | +5.7% |
| 30D | +28.3% | -5.6% | +34.0% | +27.4% |
| 3M | +48.7% | +2.5% | +46.2% | +48.9% |
| 6M | +71.9% | +3.7% | +68.2% | +72.5% |
| YTD | +138.7% | +1.0% | +137.7% | +142.4% |
| 1Y | +148.5% | -1.2% | +149.7% | +146.4% |
| All | +148.5% | -1.4% | +149.8% | +146.4% |
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