+5.8%
XLU vs VLO
+143.4%
-137.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | +5.2% | -4.4% | +1.0% |
| 30D | -1.3% | +22.6% | -23.9% | -0.5% |
| 3M | -1.3% | +43.8% | -45.1% | +0.2% |
| 6M | -7.6% | +65.7% | -73.4% | -5.6% |
| YTD | +2.3% | +131.1% | -128.8% | +5.3% |
| 1Y | +5.8% | +143.6% | -137.9% | +10.3% |
| All | +5.8% | +143.4% | -137.6% | +10.3% |
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