+911.8%
VLO vs EFX
+41.8%
+870.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +4.0% | -11.1% | +15.1% | +7.2% |
| 30D | +19.0% | -7.4% | +26.4% | +21.1% |
| 3M | +50.0% | +1.5% | +48.5% | +47.7% |
| 6M | +79.1% | -13.7% | +92.8% | +83.3% |
| YTD | +140.3% | -21.9% | +162.1% | +151.5% |
| 1Y | +148.3% | -30.8% | +179.1% | +169.0% |
| 3Y | +194.6% | -12.4% | +207.0% | +186.3% |
| 5Y | +609.6% | -35.9% | +645.5% | +649.6% |
| All | +911.8% | +41.8% | +870.0% | +610.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling