+195.5%
VLO vs ED
+35.7%
+159.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | 0.0% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +22.6% | -0.1% | +22.7% | +22.6% |
| 3M | +43.8% | +3.9% | +39.8% | +43.9% |
| 6M | +65.7% | -3.0% | +68.8% | +65.6% |
| YTD | +131.1% | +10.7% | +120.4% | +131.5% |
| 1Y | +143.6% | +13.3% | +130.3% | +144.0% |
| All | +195.5% | +35.7% | +159.8% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling