+170.7%
XLE vs VLO
+902.9%
-732.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | -0.7% |
| 7D | 0.0% | +5.8% | -5.8% | -3.2% |
| 30D | +12.6% | +28.3% | -15.7% | -2.3% |
| 3M | +11.8% | +48.7% | -36.9% | -11.3% |
| 6M | +16.1% | +71.9% | -55.8% | -15.9% |
| YTD | +46.9% | +138.7% | -91.8% | -12.4% |
| 1Y | +53.3% | +148.5% | -95.2% | -11.3% |
| 3Y | +54.9% | +192.7% | -137.7% | -21.7% |
| 5Y | +225.7% | +601.6% | -375.9% | -5.2% |
| 10Y | +170.7% | +900.2% | -729.5% | -31.7% |
| All | +170.7% | +902.9% | -732.2% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling