+163.9%
XLE vs VLO
+791.1%
-627.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -1.2% |
| 7D | -7.9% | -6.5% | -1.4% | -4.4% |
| 30D | -4.8% | -17.8% | +12.9% | +5.8% |
| 3M | +8.4% | +19.6% | -11.2% | -3.2% |
| 6M | +12.7% | +49.3% | -36.6% | -11.9% |
| YTD | +41.3% | +122.4% | -81.1% | -13.4% |
| 1Y | +42.3% | +107.4% | -65.1% | -9.4% |
| 3Y | +65.1% | +223.1% | -158.0% | -22.4% |
| 5Y | +150.2% | +432.2% | -282.0% | -16.0% |
| 10Y | +163.9% | +743.6% | -579.7% | -29.3% |
| All | +163.9% | +791.1% | -627.1% | -29.3% |
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