+190.4%
ETN vs VLO
+608.8%
-418.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.8% |
| 7D | +3.5% | +5.3% | -1.8% | +2.7% |
| 30D | -7.5% | +18.2% | -25.8% | -9.9% |
| 3M | +8.3% | +53.3% | -45.0% | +1.3% |
| 6M | +20.2% | +70.4% | -50.3% | +9.7% |
| YTD | +34.7% | +143.4% | -108.7% | +14.4% |
| 1Y | +19.4% | +153.0% | -133.5% | +0.5% |
| 3Y | +85.5% | +195.0% | -109.5% | +48.2% |
| All | +190.4% | +608.8% | -418.4% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling