+41.9%
XLP vs VLO
+194.5%
-152.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | +0.7% | -13.3% | +14.1% | +1.0% |
| 30D | +10.3% | -18.3% | +28.6% | +10.6% |
| 3M | +6.5% | +14.3% | -7.8% | +6.0% |
| 6M | +8.4% | +47.6% | -39.3% | +7.1% |
| YTD | +18.2% | +116.0% | -97.8% | +14.4% |
| 1Y | +22.4% | +101.0% | -78.6% | +18.9% |
| 3Y | +41.9% | +199.0% | -157.1% | +30.5% |
| All | +41.9% | +194.5% | -152.7% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling