+422.3%
XLF vs VLO
+15,929.7%
-15,507.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | +5.2% | -5.2% | -1.6% |
| 30D | +0.2% | +22.6% | -22.4% | -6.2% |
| 3M | +11.7% | +43.8% | -32.1% | -1.0% |
| 6M | +13.8% | +65.7% | -52.0% | -4.7% |
| YTD | +7.0% | +131.1% | -124.1% | -19.9% |
| 1Y | +9.1% | +143.6% | -134.5% | -20.1% |
| 3Y | +75.6% | +201.4% | -125.8% | +16.1% |
| 5Y | +66.4% | +568.9% | -502.5% | -19.9% |
| 10Y | +250.3% | +891.8% | -641.5% | +35.0% |
| All | +422.3% | +15,929.7% | -15,507.4% | +1.1% |
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 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