+717.1%
VLO vs ECL
+196.4%
+520.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.5% | +0.4% | -10.0% | -9.8% |
| 30D | -19.1% | +8.6% | -27.7% | -22.5% |
| 3M | +11.4% | +7.9% | +3.5% | +6.7% |
| 6M | +46.7% | +21.0% | +25.7% | +31.4% |
| YTD | +118.6% | +17.5% | +101.1% | +95.8% |
| 1Y | +99.9% | +19.7% | +80.2% | +76.8% |
| 3Y | +210.5% | +77.4% | +133.0% | +109.5% |
| 5Y | +432.7% | +38.7% | +394.0% | +315.2% |
| 10Y | +717.1% | +193.5% | +523.6% | +307.6% |
| All | +717.1% | +196.4% | +520.7% | +307.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling