+36,299.7%
VLO vs EFX
+6,765.9%
+29,533.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.4% |
| 7D | +6.8% | -3.6% | +10.4% | +8.0% |
| 30D | -17.9% | +25.3% | -43.1% | -24.0% |
| 3M | +13.5% | +3.8% | +9.7% | +10.9% |
| 6M | +53.0% | +12.7% | +40.3% | +44.1% |
| YTD | +133.7% | -13.1% | +146.9% | +135.3% |
| 1Y | +115.7% | -9.3% | +125.0% | +113.7% |
| 3Y | +231.9% | +3.5% | +228.4% | +205.6% |
| 5Y | +471.6% | -30.6% | +502.2% | +480.0% |
| 10Y | +780.7% | +80.2% | +700.6% | +520.8% |
| All | +36,299.7% | +6,765.9% | +29,533.8% | +11,760.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling