+1.0%
XLU vs VLO
+120.8%
-119.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +0.2% |
| 7D | +2.6% | -6.0% | +8.6% | +2.4% |
| 30D | +9.1% | -12.9% | +22.0% | +8.6% |
| 3M | -0.4% | +18.3% | -18.7% | +0.6% |
| 6M | -4.7% | +46.4% | -51.1% | -2.8% |
| YTD | +4.3% | +127.7% | -123.5% | +8.0% |
| 1Y | +1.0% | +120.6% | -119.6% | +4.6% |
| All | +1.0% | +120.8% | -119.8% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling