+44.0%
XLP vs VLO
+476.5%
-432.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +2.5% | +9.6% | -7.1% | +2.1% |
| 30D | +7.3% | -17.4% | +24.7% | +8.1% |
| 3M | +8.1% | +10.8% | -2.7% | +7.5% |
| 6M | +10.5% | +56.9% | -46.5% | +8.0% |
| YTD | +21.2% | +136.8% | -115.6% | +15.4% |
| 1Y | +22.7% | +120.7% | -97.9% | +17.4% |
| 3Y | +44.8% | +231.9% | -187.1% | +33.4% |
| All | +44.0% | +476.5% | -432.5% | +29.9% |
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