+148.5%
VLO vs ECL
+2.9%
+145.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.1% |
| 7D | +5.8% | -0.8% | +6.5% | +5.4% |
| 30D | +28.3% | -2.5% | +30.8% | +27.1% |
| 3M | +48.7% | +8.3% | +40.4% | +54.3% |
| 6M | +71.9% | -1.1% | +73.0% | +76.1% |
| YTD | +138.7% | +6.5% | +132.1% | +144.9% |
| 1Y | +148.5% | +2.1% | +146.4% | +158.7% |
| All | +148.5% | +2.9% | +145.6% | +158.7% |
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