+218.0%
XLE vs VLO
+567.8%
-349.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +5.2% | -3.0% | -0.5% |
| 30D | +11.8% | +22.6% | -10.8% | +0.1% |
| 3M | +9.8% | +43.8% | -33.9% | -10.1% |
| 6M | +15.6% | +65.7% | -50.2% | -13.0% |
| YTD | +45.3% | +131.1% | -85.8% | -9.4% |
| 1Y | +48.3% | +143.6% | -95.3% | -10.8% |
| 3Y | +55.4% | +201.4% | -145.9% | -20.8% |
| All | +218.0% | +567.8% | -349.8% | -6.7% |
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 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