+166.9%
XLE vs VLO
+476.5%
-309.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.3% |
| 7D | +5.4% | +9.6% | -4.2% | +0.4% |
| 30D | -3.9% | -17.4% | +13.4% | +5.6% |
| 3M | +7.0% | +10.8% | -3.7% | +0.5% |
| 6M | +14.2% | +56.9% | -42.7% | -11.5% |
| YTD | +48.2% | +136.8% | -88.6% | -9.2% |
| 1Y | +47.7% | +120.7% | -73.0% | -6.1% |
| 3Y | +70.0% | +231.9% | -161.9% | -18.0% |
| All | +166.9% | +476.5% | -309.6% | -11.1% |
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