+250.2%
XLI vs VLO
+933.4%
-683.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -2.3% | +4.0% | -6.3% | -3.3% |
| 30D | -8.2% | +19.0% | -27.1% | -12.2% |
| 3M | +0.8% | +50.0% | -49.2% | -9.7% |
| 6M | +0.8% | +79.1% | -78.3% | -14.8% |
| YTD | +10.5% | +140.3% | -129.7% | -14.3% |
| 1Y | +14.1% | +148.3% | -134.2% | -12.7% |
| 3Y | +68.6% | +194.6% | -126.0% | +19.5% |
| 5Y | +80.4% | +609.6% | -529.2% | -7.4% |
| All | +250.2% | +933.4% | -683.3% | +53.4% |
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