+601.6%
VLO vs ECL
+29.5%
+572.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.3% |
| 7D | +5.8% | -0.8% | +6.5% | +5.8% |
| 30D | +28.3% | -2.5% | +30.8% | +28.5% |
| 3M | +48.7% | +8.3% | +40.4% | +47.6% |
| 6M | +71.9% | -1.1% | +73.0% | +72.1% |
| YTD | +138.7% | +6.5% | +132.1% | +136.1% |
| 1Y | +148.5% | +2.1% | +146.4% | +147.2% |
| 3Y | +192.7% | +57.6% | +135.1% | +170.4% |
| 5Y | +601.6% | +28.1% | +573.6% | +601.7% |
| All | +601.6% | +29.5% | +572.1% | +601.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling