+14.3%
XLI vs VLO
+152.2%
-138.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | -1.7% | +5.3% | -7.0% | -1.4% |
| 30D | -7.3% | +18.2% | -25.5% | -6.4% |
| 3M | -1.3% | +53.3% | -54.7% | +1.0% |
| 6M | +2.2% | +70.4% | -68.2% | +4.4% |
| YTD | +11.7% | +143.4% | -131.7% | +10.0% |
| 1Y | +14.3% | +153.0% | -138.7% | +12.2% |
| All | +14.3% | +152.2% | -138.0% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling