+20,513.9%
ETN vs VLO
+37,066.7%
-16,552.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.5% | +1.9% |
| 7D | +8.0% | +5.8% | +2.3% | +6.5% |
| 30D | -5.9% | +28.3% | -34.3% | -11.9% |
| 3M | +5.0% | +48.7% | -43.8% | -5.7% |
| 6M | +22.4% | +71.9% | -49.5% | +4.8% |
| YTD | +33.6% | +138.7% | -105.0% | +4.5% |
| 1Y | +22.1% | +148.5% | -126.3% | -5.8% |
| 3Y | +85.6% | +192.7% | -107.1% | +33.9% |
| 5Y | +179.2% | +601.6% | -422.4% | +53.0% |
| 10Y | +687.3% | +900.2% | -212.9% | +269.9% |
| All | +20,513.9% | +37,066.7% | -16,552.8% | +5,049.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling