+30.8%
XLV vs VLO
+196.5%
-165.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -3.6% | +5.3% | -8.9% | -3.8% |
| 30D | -1.8% | +18.2% | -20.1% | -2.8% |
| 3M | +7.8% | +53.3% | -45.5% | +5.0% |
| 6M | +9.1% | +70.4% | -61.3% | +5.2% |
| YTD | +7.7% | +143.4% | -135.6% | +0.1% |
| 1Y | +20.4% | +153.0% | -132.6% | +11.2% |
| 3Y | +30.8% | +195.0% | -164.2% | +14.6% |
| All | +30.8% | +196.5% | -165.7% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling