+199.0%
VLO vs ECL
+78.2%
+120.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.6% |
| 7D | -13.3% | -0.8% | -12.6% | -13.3% |
| 30D | -18.3% | +8.1% | -26.4% | -17.6% |
| 3M | +14.3% | +6.4% | +8.0% | +15.3% |
| 6M | +47.6% | +14.8% | +32.9% | +49.6% |
| YTD | +116.0% | +15.5% | +100.5% | +117.7% |
| 1Y | +101.0% | +20.1% | +80.9% | +101.5% |
| 3Y | +199.0% | +77.8% | +121.3% | +179.2% |
| All | +199.0% | +78.2% | +120.9% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling