+45.0%
VLO vs ED
+12.5%
+32.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -6.5% | -0.1% | -6.4% | -6.3% |
| 30D | -17.8% | +11.6% | -29.3% | -18.5% |
| 3M | +19.6% | +10.5% | +9.1% | +18.0% |
| All | +45.0% | +12.5% | +32.5% | +43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling