+124.6%
XLP vs VLO
+770.2%
-645.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | +0.7% | -13.3% | +14.1% | +2.1% |
| 30D | +10.3% | -18.3% | +28.6% | +12.3% |
| 3M | +6.5% | +14.3% | -7.8% | +4.7% |
| 6M | +8.4% | +47.6% | -39.3% | +3.6% |
| YTD | +18.2% | +116.0% | -97.8% | +7.9% |
| 1Y | +22.4% | +101.0% | -78.6% | +12.6% |
| 3Y | +41.9% | +199.0% | -157.1% | +22.9% |
| 5Y | +40.9% | +419.0% | -378.2% | +11.1% |
| All | +124.6% | +770.2% | -645.6% | +60.0% |
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