+99.9%
VLO vs ED
+25.7%
+74.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.6% |
| 7D | -9.5% | +2.1% | -11.6% | -9.4% |
| 30D | -19.1% | +12.4% | -31.6% | -19.1% |
| 3M | +11.4% | +13.1% | -1.8% | +11.3% |
| 6M | +46.7% | +14.1% | +32.7% | +46.9% |
| YTD | +118.6% | +23.1% | +95.6% | +123.3% |
| 1Y | +99.9% | +25.4% | +74.4% | +106.3% |
| All | +99.9% | +25.7% | +74.2% | +106.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling