+508.9%
XLP vs VLO
+15,929.7%
-15,420.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +5.2% | -6.2% | -1.6% |
| 30D | -0.9% | +22.6% | -23.5% | -3.2% |
| 3M | +3.8% | +43.8% | -40.0% | -0.6% |
| 6M | -1.7% | +65.7% | -67.5% | -7.7% |
| YTD | +10.3% | +131.1% | -120.8% | -0.6% |
| 1Y | +7.8% | +143.6% | -135.8% | -3.6% |
| 3Y | +27.2% | +201.4% | -174.2% | +9.5% |
| 5Y | +32.5% | +568.9% | -536.4% | +1.3% |
| 10Y | +101.8% | +891.8% | -790.0% | +39.7% |
| All | +508.9% | +15,929.7% | -15,420.8% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling