+1,117.4%
XLI vs VLO
+15,929.7%
-14,812.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +5.2% | -6.3% | -2.3% |
| 30D | -5.9% | +22.6% | -28.5% | -10.8% |
| 3M | -0.3% | +43.8% | -44.0% | -9.5% |
| 6M | +0.1% | +65.7% | -65.6% | -13.2% |
| YTD | +13.6% | +131.1% | -117.5% | -10.0% |
| 1Y | +17.2% | +143.6% | -126.4% | -8.8% |
| 3Y | +68.2% | +201.4% | -133.2% | +20.9% |
| 5Y | +80.7% | +568.9% | -488.2% | +1.1% |
| 10Y | +253.3% | +891.8% | -638.5% | +65.5% |
| All | +1,117.4% | +15,929.7% | -14,812.3% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling