+743.6%
VLO vs ED
+132.0%
+611.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | -17.8% | +11.6% | -29.3% | -20.2% |
| 3M | +19.6% | +10.5% | +9.1% | +16.2% |
| 6M | +49.3% | +13.2% | +36.1% | +43.9% |
| YTD | +122.4% | +22.1% | +100.3% | +109.5% |
| 1Y | +107.4% | +24.2% | +83.3% | +94.3% |
| 3Y | +223.1% | +46.9% | +176.1% | +181.3% |
| 5Y | +432.2% | +80.8% | +351.4% | +324.9% |
| 10Y | +743.6% | +134.3% | +609.4% | +540.0% |
| All | +743.6% | +132.0% | +611.6% | +540.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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