+723.8%
VLO vs EAT
+321.8%
+401.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.8% |
| 7D | -9.5% | -5.9% | -3.6% | -8.4% |
| 30D | -19.1% | +0.7% | -19.8% | -19.7% |
| 3M | +11.4% | -14.2% | +25.6% | +13.9% |
| 6M | +46.7% | +40.7% | +6.0% | +32.4% |
| YTD | +118.6% | +36.0% | +82.7% | +95.6% |
| 1Y | +99.9% | +83.1% | +16.8% | +64.7% |
| 3Y | +210.5% | +474.8% | -264.3% | +76.8% |
| 5Y | +432.7% | +347.6% | +85.1% | +203.7% |
| All | +723.8% | +321.8% | +401.9% | +319.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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