+938.9%
VLO vs EL
+28.8%
+910.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.4% |
| 7D | +6.2% | -2.4% | +8.6% | +6.9% |
| 30D | +23.5% | +13.7% | +9.8% | +18.2% |
| 3M | +53.9% | +14.5% | +39.4% | +46.3% |
| 6M | +81.7% | +7.4% | +74.3% | +73.1% |
| YTD | +142.5% | -4.7% | +147.2% | +136.7% |
| 1Y | +145.4% | +12.9% | +132.5% | +123.3% |
| 3Y | +197.3% | -32.2% | +229.6% | +204.8% |
| 5Y | +614.6% | -68.4% | +683.0% | +908.3% |
| 10Y | +938.9% | +28.3% | +910.6% | +650.4% |
| All | +938.9% | +28.8% | +910.0% | +650.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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