+195.5%
VLO vs XRT
+45.1%
+150.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +5.2% | +0.8% | +4.4% | +4.9% |
| 30D | +22.6% | -4.2% | +26.8% | +24.5% |
| 3M | +43.8% | +5.1% | +38.7% | +40.2% |
| 6M | +65.7% | +2.4% | +63.3% | +62.7% |
| YTD | +131.1% | +3.2% | +127.9% | +125.9% |
| 1Y | +143.6% | +1.5% | +142.1% | +139.5% |
| All | +195.5% | +45.1% | +150.3% | +135.2% |
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