+788.5%
XLK vs VLO
+946.8%
-158.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | +0.2% | +5.3% | -5.1% | -0.9% |
| 30D | -0.6% | +18.2% | -18.9% | -4.1% |
| 3M | +2.6% | +53.3% | -50.8% | -6.6% |
| 6M | +34.0% | +70.4% | -36.5% | +18.5% |
| YTD | +30.7% | +143.4% | -112.7% | +6.3% |
| 1Y | +39.2% | +153.0% | -113.8% | +11.9% |
| 3Y | +120.4% | +195.0% | -74.5% | +67.5% |
| 5Y | +148.8% | +618.8% | -470.0% | +47.5% |
| All | +788.5% | +946.8% | -158.3% | +372.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling