+35,889.1%
VLO vs ECL
+13,009.7%
+22,879.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -2.6% | +7.8% | +6.5% |
| 30D | +22.6% | -2.2% | +24.8% | +23.7% |
| 3M | +43.8% | +10.1% | +33.7% | +36.5% |
| 6M | +65.7% | -5.7% | +71.5% | +67.3% |
| YTD | +131.1% | +7.0% | +124.1% | +119.3% |
| 1Y | +143.6% | +2.7% | +141.0% | +134.5% |
| 3Y | +201.4% | +57.7% | +143.7% | +130.9% |
| 5Y | +568.9% | +31.1% | +537.8% | +438.3% |
| 10Y | +891.8% | +150.9% | +740.9% | +503.9% |
| All | +35,889.1% | +13,009.7% | +22,879.4% | +8,408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling