+790.3%
VLO vs EAT
+320.8%
+469.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +9.6% | -4.0% | +13.6% | +10.6% |
| 30D | -17.4% | -2.9% | -14.5% | -17.3% |
| 3M | +10.8% | -16.9% | +27.6% | +14.4% |
| 6M | +56.9% | +57.0% | 0.0% | +38.1% |
| YTD | +136.8% | +38.2% | +98.6% | +111.1% |
| 1Y | +120.7% | +69.3% | +51.4% | +85.8% |
| 3Y | +231.9% | +483.0% | -251.1% | +88.4% |
| 5Y | +479.0% | +364.1% | +114.9% | +226.8% |
| All | +790.3% | +320.8% | +469.5% | +367.5% |
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