+136.8%
XLP vs VLO
+749.3%
-612.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +8.3% | -16.6% | +24.9% | +10.1% |
| 3M | +8.7% | +12.3% | -3.6% | +7.1% |
| 6M | +11.2% | +47.8% | -36.7% | +6.2% |
| YTD | +20.0% | +126.7% | -106.7% | +8.9% |
| 1Y | +21.3% | +105.4% | -84.0% | +11.3% |
| 3Y | +43.8% | +222.0% | -178.1% | +23.4% |
| 5Y | +43.3% | +449.8% | -406.5% | +12.0% |
| 10Y | +136.8% | +754.3% | -617.6% | +61.8% |
| All | +136.8% | +749.3% | -612.5% | +61.8% |
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