+44.2%
XLU vs VLO
+608.8%
-564.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | -1.6% | +5.3% | -6.9% | -1.9% |
| 30D | -3.3% | +18.2% | -21.5% | -4.4% |
| 3M | -3.2% | +53.3% | -56.5% | -5.9% |
| 6M | -7.0% | +70.4% | -77.4% | -10.4% |
| YTD | +0.6% | +143.4% | -142.8% | -6.0% |
| 1Y | +2.4% | +153.0% | -150.6% | -4.8% |
| 3Y | +46.3% | +195.0% | -148.7% | +32.3% |
| All | +44.2% | +608.8% | -564.6% | +25.4% |
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