+473.2%
VLO vs EFV
+93.2%
+380.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +9.6% | +2.5% | +7.1% | +7.9% |
| 30D | -17.4% | +2.9% | -20.3% | -19.0% |
| 3M | +10.8% | -1.4% | +12.2% | +11.5% |
| 6M | +56.9% | +5.5% | +51.4% | +50.4% |
| YTD | +136.8% | +16.1% | +120.7% | +107.7% |
| 1Y | +120.7% | +20.3% | +100.4% | +87.7% |
| 3Y | +231.9% | +90.4% | +141.5% | +87.2% |
| All | +473.2% | +93.2% | +380.0% | +219.8% |
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