+614.6%
VLO vs EFX
-36.4%
+651.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.9% |
| 7D | +6.2% | -9.4% | +15.6% | +7.6% |
| 30D | +23.5% | -6.9% | +30.4% | +24.5% |
| 3M | +53.9% | +0.1% | +53.7% | +52.9% |
| 6M | +81.7% | -17.3% | +99.0% | +85.6% |
| YTD | +142.5% | -21.8% | +164.3% | +149.5% |
| 1Y | +145.4% | -32.5% | +178.0% | +159.7% |
| 3Y | +197.3% | -12.3% | +209.7% | +196.7% |
| 5Y | +614.6% | -36.6% | +651.2% | +670.8% |
| All | +614.6% | -36.4% | +651.0% | +670.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling