+120.6%
VLO vs ECL
+23.8%
+96.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.4% | -9.1% | -3.8% |
| 7D | -6.0% | +7.7% | -13.7% | -1.7% |
| 30D | -12.9% | +13.7% | -26.6% | -6.3% |
| 3M | +18.3% | +11.6% | +6.8% | +26.4% |
| 6M | +46.4% | +23.9% | +22.5% | +66.3% |
| YTD | +127.7% | +21.0% | +106.8% | +153.9% |
| 1Y | +120.6% | +23.1% | +97.5% | +147.7% |
| All | +120.6% | +23.8% | +96.9% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling