+81.6%
XLF vs VLO
+236.1%
-154.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +2.7% | +9.6% | -7.0% | +1.5% |
| 30D | +7.6% | -17.4% | +25.0% | +10.0% |
| 3M | +1.1% | +10.8% | -9.7% | -0.8% |
| 6M | +15.9% | +56.9% | -41.1% | +7.8% |
| YTD | +8.4% | +136.8% | -128.3% | -7.8% |
| 1Y | +12.5% | +120.7% | -108.2% | -3.0% |
| 3Y | +81.6% | +231.9% | -150.4% | +40.1% |
| All | +81.6% | +236.1% | -154.6% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling