+988.3%
XLE vs VLO
+14,880.3%
-13,892.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.7% |
| 7D | -12.0% | -13.3% | +1.3% | -5.6% |
| 30D | -2.7% | -18.3% | +15.6% | +7.0% |
| 3M | +6.6% | +14.3% | -7.8% | -1.0% |
| 6M | +9.5% | +47.6% | -38.1% | -10.8% |
| YTD | +40.6% | +116.0% | -75.4% | -6.1% |
| 1Y | +43.6% | +101.0% | -57.4% | -0.7% |
| 3Y | +58.1% | +199.0% | -140.9% | -12.8% |
| 5Y | +152.2% | +419.0% | -266.9% | +3.8% |
| 10Y | +172.9% | +778.2% | -605.2% | -17.6% |
| All | +988.3% | +14,880.3% | -13,892.0% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling