+120.6%
VLO vs XYZ
+19.9%
+100.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +15.3% | -21.1% | -4.2% |
| 7D | -6.0% | +16.5% | -22.5% | -4.4% |
| 30D | -12.9% | +15.0% | -27.8% | -11.4% |
| 3M | +18.3% | +3.5% | +14.8% | +19.7% |
| 6M | +46.4% | +21.9% | +24.6% | +49.6% |
| YTD | +127.7% | +34.6% | +93.1% | +129.9% |
| 1Y | +120.6% | +20.7% | +99.9% | +120.5% |
| All | +120.6% | +19.9% | +100.8% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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