+148.3%
VLO vs EFV
+26.5%
+121.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -1.0% |
| 7D | +4.0% | -2.0% | +6.0% | +3.3% |
| 30D | +19.0% | -0.2% | +19.2% | +18.9% |
| 3M | +50.0% | +9.1% | +40.8% | +54.5% |
| 6M | +79.1% | +11.7% | +67.4% | +85.9% |
| YTD | +140.3% | +17.0% | +123.2% | +139.5% |
| 1Y | +148.3% | +26.7% | +121.6% | +139.4% |
| All | +148.3% | +26.5% | +121.8% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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