+743.6%
VLO vs ECL
+205.6%
+538.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.0% |
| 7D | -6.5% | -0.5% | -5.9% | -6.3% |
| 30D | -17.8% | +8.8% | -26.6% | -21.3% |
| 3M | +19.6% | +7.8% | +11.7% | +14.6% |
| 6M | +49.3% | +21.3% | +28.0% | +33.5% |
| YTD | +122.4% | +17.8% | +104.6% | +99.0% |
| 1Y | +107.4% | +21.1% | +86.4% | +82.4% |
| 3Y | +223.1% | +80.1% | +143.0% | +116.0% |
| 5Y | +432.2% | +40.5% | +391.7% | +310.6% |
| 10Y | +743.6% | +197.7% | +545.9% | +314.6% |
| All | +743.6% | +205.6% | +538.0% | +314.6% |
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