+19.3%
ETN vs VLO
+143.4%
-124.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | +2.0% | +5.2% | -3.2% | +2.2% |
| 30D | -7.9% | +22.6% | -30.5% | -6.9% |
| 3M | -1.6% | +43.8% | -45.4% | +0.5% |
| 6M | +16.9% | +65.7% | -48.9% | +19.4% |
| YTD | +30.1% | +131.1% | -101.0% | +28.4% |
| 1Y | +19.3% | +143.6% | -124.3% | +22.1% |
| All | +19.3% | +143.4% | -124.0% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling