+754.3%
VLO vs EL
+63.7%
+690.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -16.6% | +12.3% | -28.9% | -19.5% |
| 3M | +12.3% | +28.4% | -16.1% | +3.2% |
| 6M | +47.8% | +36.7% | +11.1% | +32.1% |
| YTD | +126.7% | +8.4% | +118.3% | +112.2% |
| 1Y | +105.4% | +25.4% | +79.9% | +81.8% |
| 3Y | +222.0% | +3.4% | +218.5% | +182.2% |
| 5Y | +449.8% | -64.8% | +514.6% | +658.5% |
| 10Y | +754.3% | +63.0% | +691.4% | +468.7% |
| All | +754.3% | +63.7% | +690.6% | +468.7% |
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