+42.0%
XLP vs VLO
+412.5%
-370.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.2% |
| 7D | +0.7% | -13.3% | +14.1% | +1.3% |
| 30D | +10.3% | -18.3% | +28.6% | +11.1% |
| 3M | +6.5% | +14.3% | -7.8% | +5.7% |
| 6M | +8.4% | +47.6% | -39.3% | +6.2% |
| YTD | +18.2% | +116.0% | -97.8% | +13.0% |
| 1Y | +22.4% | +101.0% | -78.6% | +17.5% |
| 3Y | +41.9% | +199.0% | -157.1% | +31.4% |
| All | +42.0% | +412.5% | -370.5% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling