+248.8%
XLF vs VLO
+946.8%
-698.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.3% |
| 7D | -1.5% | +5.3% | -6.8% | -3.0% |
| 30D | -1.2% | +18.2% | -19.4% | -6.1% |
| 3M | +9.2% | +53.3% | -44.2% | -4.6% |
| 6M | +16.3% | +70.4% | -54.1% | -2.5% |
| YTD | +5.4% | +143.4% | -137.9% | -21.6% |
| 1Y | +7.6% | +153.0% | -145.4% | -21.4% |
| 3Y | +74.2% | +195.0% | -120.8% | +17.1% |
| 5Y | +66.1% | +618.8% | -552.6% | -24.0% |
| All | +248.8% | +946.8% | -698.0% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling