+614.6%
VLO vs EFV
+95.4%
+519.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.2% |
| 7D | +6.2% | -0.5% | +6.8% | +6.6% |
| 30D | +23.5% | 0.0% | +23.5% | +23.4% |
| 3M | +53.9% | +8.4% | +45.4% | +45.2% |
| 6M | +81.7% | +12.3% | +69.3% | +64.9% |
| YTD | +142.5% | +17.4% | +125.1% | +111.2% |
| 1Y | +145.4% | +27.1% | +118.3% | +99.4% |
| 3Y | +197.3% | +90.7% | +106.6% | +66.9% |
| 5Y | +614.6% | +95.6% | +519.0% | +293.0% |
| All | +614.6% | +95.4% | +519.2% | +293.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling