+601.6%
VLO vs XRT
-1.7%
+603.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +4.0% |
| 7D | +5.8% | -0.3% | +6.0% | +5.8% |
| 30D | +28.3% | -5.6% | +34.0% | +30.8% |
| 3M | +48.7% | +2.5% | +46.2% | +46.7% |
| 6M | +71.9% | +3.7% | +68.2% | +67.9% |
| YTD | +138.7% | +1.0% | +137.7% | +135.6% |
| 1Y | +148.5% | -1.2% | +149.7% | +146.7% |
| 3Y | +192.7% | +43.4% | +149.3% | +151.2% |
| 5Y | +601.6% | -0.7% | +602.4% | +594.4% |
| All | +601.6% | -1.7% | +603.3% | +594.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling