+42.7%
XLP vs VLO
+427.4%
-384.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.6% |
| 7D | +3.5% | -8.7% | +12.2% | +3.8% |
| 30D | +11.6% | -16.2% | +27.8% | +12.3% |
| 3M | +7.6% | +16.2% | -8.5% | +6.7% |
| 6M | +10.0% | +39.8% | -29.8% | +8.1% |
| YTD | +19.7% | +119.0% | -99.2% | +14.4% |
| 1Y | +23.5% | +110.8% | -87.4% | +18.2% |
| 3Y | +44.0% | +201.7% | -157.7% | +33.2% |
| 5Y | +42.7% | +426.2% | -383.5% | +29.4% |
| All | +42.7% | +427.4% | -384.7% | +29.4% |
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 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