+199.0%
VLO vs XRT
+49.6%
+149.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.9% |
| 7D | -13.3% | +0.9% | -14.2% | -13.7% |
| 30D | -18.3% | +7.9% | -26.3% | -20.6% |
| 3M | +14.3% | -0.2% | +14.5% | +14.1% |
| 6M | +47.6% | +5.6% | +42.1% | +43.4% |
| YTD | +116.0% | +5.7% | +110.3% | +108.9% |
| 1Y | +101.0% | +14.6% | +86.4% | +86.0% |
| 3Y | +199.0% | +50.7% | +148.3% | +135.9% |
| All | +199.0% | +49.6% | +149.4% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling