+1,477.5%
XLK vs VLO
+16,454.2%
-14,976.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.4% |
| 7D | +2.3% | +5.8% | -3.5% | +1.0% |
| 30D | -0.1% | +28.3% | -28.4% | -5.5% |
| 3M | +2.1% | +48.7% | -46.6% | -6.8% |
| 6M | +37.2% | +71.9% | -34.7% | +20.3% |
| YTD | +30.8% | +138.7% | -107.9% | +6.1% |
| 1Y | +42.6% | +148.5% | -105.8% | +14.3% |
| 3Y | +121.8% | +192.7% | -70.9% | +68.0% |
| 5Y | +145.7% | +601.6% | -455.9% | +47.1% |
| 10Y | +782.1% | +900.2% | -118.1% | +349.1% |
| All | +1,477.5% | +16,454.2% | -14,976.7% | +340.3% |
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 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