+614.6%
VLO vs EAT
+310.8%
+303.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +1.9% |
| 7D | +6.2% | -6.8% | +13.0% | +7.0% |
| 30D | +23.5% | -5.4% | +28.9% | +24.0% |
| 3M | +53.9% | +42.8% | +11.1% | +47.7% |
| 6M | +81.7% | +56.5% | +25.2% | +71.2% |
| YTD | +142.5% | +50.0% | +92.4% | +129.2% |
| 1Y | +145.4% | +38.3% | +107.2% | +133.8% |
| 3Y | +197.3% | +591.6% | -394.3% | +120.0% |
| 5Y | +614.6% | +312.6% | +302.0% | +470.1% |
| All | +614.6% | +310.8% | +303.8% | +470.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling