+135.4%
XLP vs VLO
+728.0%
-592.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.3% |
| 7D | +2.3% | -9.5% | +11.9% | +3.3% |
| 30D | +9.1% | -19.1% | +28.3% | +11.3% |
| 3M | +7.9% | +11.4% | -3.5% | +6.3% |
| 6M | +9.6% | +46.7% | -37.1% | +4.8% |
| YTD | +19.4% | +118.6% | -99.2% | +8.8% |
| 1Y | +22.4% | +99.9% | -77.5% | +12.5% |
| 3Y | +43.2% | +210.5% | -167.3% | +23.2% |
| 5Y | +42.6% | +432.7% | -390.1% | +11.8% |
| 10Y | +135.4% | +717.1% | -581.7% | +61.4% |
| All | +135.4% | +728.0% | -592.6% | +61.4% |
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