+708.4%
VLO vs XYZ
+655.2%
+53.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.9% |
| 7D | +9.6% | -1.1% | +10.7% | +9.8% |
| 30D | -17.4% | +11.5% | -28.9% | -19.0% |
| 3M | +10.8% | +1.8% | +9.0% | +9.8% |
| 6M | +56.9% | +21.2% | +35.7% | +50.9% |
| YTD | +136.8% | +29.9% | +106.8% | +123.1% |
| 1Y | +120.7% | +35.8% | +84.9% | +106.0% |
| 3Y | +231.9% | +62.6% | +169.3% | +189.4% |
| 5Y | +479.0% | -62.8% | +541.8% | +506.9% |
| 10Y | +792.2% | +612.0% | +180.2% | +408.4% |
| All | +708.4% | +655.2% | +53.2% | +330.9% |
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