+1,563.1%
VLO vs EFV
+258.8%
+1,304.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +5.2% | +1.5% | +3.7% | +3.6% |
| 30D | +22.6% | +1.7% | +20.9% | +20.3% |
| 3M | +43.8% | +8.6% | +35.1% | +31.0% |
| 6M | +65.7% | +11.7% | +54.1% | +43.9% |
| YTD | +131.1% | +19.3% | +111.8% | +86.1% |
| 1Y | +143.6% | +30.2% | +113.4% | +78.0% |
| 3Y | +201.4% | +91.6% | +109.8% | +42.0% |
| 5Y | +568.9% | +96.4% | +472.5% | +204.7% |
| 10Y | +891.8% | +166.5% | +725.3% | +249.8% |
| All | +1,563.1% | +258.8% | +1,304.3% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling