+149.9%
XLE vs VLO
+412.5%
-262.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.7% |
| 7D | -12.0% | -13.3% | +1.3% | -5.2% |
| 30D | -2.7% | -18.3% | +15.6% | +7.6% |
| 3M | +6.6% | +14.3% | -7.8% | -1.7% |
| 6M | +9.5% | +47.6% | -38.1% | -12.4% |
| YTD | +40.6% | +116.0% | -75.4% | -9.6% |
| 1Y | +43.6% | +101.0% | -57.4% | -4.1% |
| 3Y | +58.1% | +199.0% | -140.9% | -19.4% |
| All | +149.9% | +412.5% | -262.6% | -12.8% |
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