+69.9%
XLI vs VLO
+476.5%
-406.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +3.8% | +9.6% | -5.9% | +2.4% |
| 30D | +1.0% | -17.4% | +18.4% | +3.7% |
| 3M | -8.9% | +10.8% | -19.7% | -10.7% |
| 6M | -2.3% | +56.9% | -59.2% | -9.7% |
| YTD | +9.7% | +136.8% | -127.1% | -7.1% |
| 1Y | +12.3% | +120.7% | -108.4% | -3.6% |
| 3Y | +71.5% | +231.9% | -160.5% | +33.0% |
| All | +69.9% | +476.5% | -406.7% | +16.4% |
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 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