+80.9%
XLI vs VLO
+619.0%
-538.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -0.6% | +6.2% | -6.8% | -1.5% |
| 30D | -6.9% | +23.5% | -30.4% | -9.9% |
| 3M | -1.9% | +53.9% | -55.8% | -8.6% |
| 6M | +1.0% | +81.7% | -80.6% | -9.2% |
| YTD | +11.3% | +142.5% | -131.1% | -5.7% |
| 1Y | +15.8% | +145.4% | -129.6% | -2.4% |
| 3Y | +69.8% | +197.3% | -127.5% | +34.9% |
| 5Y | +80.9% | +614.6% | -533.7% | +18.1% |
| All | +80.9% | +619.0% | -538.1% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling