+1,105.1%
VLO vs XRT
+514.3%
+590.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.7% |
| 7D | +5.2% | +0.8% | +4.4% | +4.6% |
| 30D | +22.6% | -4.2% | +26.8% | +26.2% |
| 3M | +43.8% | +5.1% | +38.7% | +37.4% |
| 6M | +65.7% | +2.4% | +63.3% | +59.3% |
| YTD | +131.1% | +3.2% | +127.9% | +120.7% |
| 1Y | +143.6% | +1.5% | +142.1% | +133.9% |
| 3Y | +201.4% | +40.6% | +160.8% | +120.6% |
| 5Y | +568.9% | -1.0% | +569.9% | +494.9% |
| 10Y | +891.8% | +128.4% | +763.4% | +306.3% |
| All | +1,105.1% | +514.3% | +590.7% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling