+223.1%
VLO vs ED
+47.4%
+175.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -6.5% | -0.1% | -6.4% | -6.4% |
| 30D | -17.8% | +11.6% | -29.3% | -17.6% |
| 3M | +19.6% | +10.5% | +9.1% | +19.8% |
| 6M | +49.3% | +13.2% | +36.1% | +49.7% |
| YTD | +122.4% | +22.1% | +100.3% | +123.8% |
| 1Y | +107.4% | +24.2% | +83.3% | +108.9% |
| 3Y | +223.1% | +46.9% | +176.1% | +210.4% |
| All | +223.1% | +47.4% | +175.6% | +210.4% |
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