+101.4%
XLP vs VLO
+886.4%
-785.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +5.2% | -6.2% | -1.5% |
| 30D | -0.9% | +22.6% | -23.5% | -3.0% |
| 3M | +3.8% | +43.8% | -40.0% | -0.2% |
| 6M | -1.7% | +65.7% | -67.5% | -7.2% |
| YTD | +10.3% | +131.1% | -120.8% | +0.2% |
| 1Y | +7.8% | +143.6% | -135.8% | -2.8% |
| 3Y | +27.2% | +201.4% | -174.2% | +10.3% |
| 5Y | +32.5% | +568.9% | -536.4% | +1.1% |
| All | +101.4% | +886.4% | -785.1% | +36.2% |
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