+689.0%
VLO vs XYZ
+638.9%
+50.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +5.2% | -1.0% | +6.2% | +5.3% |
| 30D | +22.6% | -1.7% | +24.3% | +22.8% |
| 3M | +43.8% | +16.7% | +27.0% | +39.9% |
| 6M | +65.7% | +26.9% | +38.9% | +58.3% |
| YTD | +131.1% | +27.1% | +104.0% | +119.6% |
| 1Y | +143.6% | +9.3% | +134.4% | +136.0% |
| 3Y | +201.4% | +42.3% | +159.1% | +168.6% |
| 5Y | +568.9% | -69.3% | +638.2% | +630.6% |
| 10Y | +891.8% | +586.8% | +305.0% | +470.1% |
| All | +689.0% | +638.9% | +50.1% | +324.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling