+1,024.7%
XLE vs VLO
+15,929.7%
-14,905.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | +5.2% | -3.0% | -0.3% |
| 30D | +11.8% | +22.6% | -10.8% | +1.0% |
| 3M | +9.8% | +43.8% | -33.9% | -8.7% |
| 6M | +15.6% | +65.7% | -50.2% | -10.9% |
| YTD | +45.3% | +131.1% | -85.8% | -5.5% |
| 1Y | +48.3% | +143.6% | -95.3% | -6.5% |
| 3Y | +55.4% | +201.4% | -145.9% | -14.3% |
| 5Y | +216.1% | +568.9% | -352.8% | +15.6% |
| 10Y | +178.4% | +891.8% | -713.4% | -20.4% |
| All | +1,024.7% | +15,929.7% | -14,905.0% | -9.3% |
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 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