+169.4%
XLV vs VLO
+946.8%
-777.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -3.6% | +5.3% | -8.9% | -4.3% |
| 30D | -1.8% | +18.2% | -20.1% | -4.2% |
| 3M | +7.8% | +53.3% | -45.5% | +1.1% |
| 6M | +9.1% | +70.4% | -61.3% | +0.4% |
| YTD | +7.7% | +143.4% | -135.6% | -6.5% |
| 1Y | +20.4% | +153.0% | -132.6% | +3.6% |
| 3Y | +30.8% | +195.0% | -164.2% | +7.9% |
| 5Y | +34.6% | +618.8% | -584.1% | -8.0% |
| All | +169.4% | +946.8% | -777.4% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling