+145.6%
XLK vs VLO
+600.5%
-455.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -0.4% | +4.0% | -4.4% | -1.0% |
| 30D | -0.5% | +19.0% | -19.5% | -3.0% |
| 3M | +5.0% | +50.0% | -45.0% | -1.3% |
| 6M | +32.9% | +79.1% | -46.3% | +20.6% |
| YTD | +29.0% | +140.3% | -111.3% | +10.8% |
| 1Y | +37.8% | +148.3% | -110.5% | +17.4% |
| 3Y | +118.7% | +194.6% | -76.0% | +76.7% |
| 5Y | +145.6% | +609.6% | -464.0% | +75.3% |
| All | +145.6% | +600.5% | -455.0% | +75.3% |
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