+192.9%
XOM vs VLO
+946.8%
-753.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.2% |
| 7D | +4.1% | +5.3% | -1.2% | +1.5% |
| 30D | +4.6% | +18.2% | -13.7% | -3.7% |
| 3M | +14.0% | +53.3% | -39.4% | -8.1% |
| 6M | +11.0% | +70.4% | -59.5% | -15.2% |
| YTD | +40.7% | +143.4% | -102.7% | -10.3% |
| 1Y | +52.3% | +153.0% | -100.7% | -5.3% |
| 3Y | +60.5% | +195.0% | -134.5% | -11.0% |
| 5Y | +266.4% | +618.8% | -352.4% | +26.6% |
| All | +192.9% | +946.8% | -753.9% | -10.2% |
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