+19.8%
XBI vs VLO
+600.5%
-580.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -4.6% | +4.0% | -8.6% | -4.9% |
| 30D | -0.8% | +19.0% | -19.8% | -2.4% |
| 3M | +21.8% | +50.0% | -28.1% | +17.1% |
| 6M | +23.2% | +79.1% | -56.0% | +15.4% |
| YTD | +28.7% | +140.3% | -111.5% | +15.7% |
| 1Y | +67.8% | +148.3% | -80.6% | +49.7% |
| 3Y | +100.6% | +194.6% | -94.0% | +71.4% |
| 5Y | +19.8% | +609.6% | -589.8% | -11.9% |
| All | +19.8% | +600.5% | -580.7% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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