+69.8%
XLI vs VLO
+195.4%
-125.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -0.6% | +6.2% | -6.8% | -1.3% |
| 30D | -6.9% | +23.5% | -30.4% | -9.4% |
| 3M | -1.9% | +53.9% | -55.8% | -7.6% |
| 6M | +1.0% | +81.7% | -80.6% | -8.3% |
| YTD | +11.3% | +142.5% | -131.1% | -5.2% |
| 1Y | +15.8% | +145.4% | -129.6% | -2.1% |
| All | +69.8% | +195.4% | -125.6% | +32.7% |
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