+640.9%
XLU vs VLO
+16,718.0%
-16,077.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | +0.6% | +6.2% | -5.6% | -0.3% |
| 30D | -0.4% | +23.5% | -23.9% | -3.8% |
| 3M | -1.7% | +53.9% | -55.6% | -8.5% |
| 6M | -7.1% | +81.7% | -88.8% | -16.1% |
| YTD | +1.9% | +142.5% | -140.5% | -12.4% |
| 1Y | +6.1% | +145.4% | -139.3% | -9.3% |
| 3Y | +48.8% | +197.3% | -148.6% | +21.1% |
| 5Y | +43.8% | +614.6% | -570.8% | -1.9% |
| 10Y | +143.2% | +938.9% | -795.7% | +43.7% |
| All | +640.9% | +16,718.0% | -16,077.0% | +163.8% |
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