+195.5%
VLO vs EL
-29.8%
+225.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | +5.2% | +0.8% | +4.4% | +5.1% |
| 30D | +22.6% | +19.8% | +2.8% | +20.0% |
| 3M | +43.8% | +25.7% | +18.1% | +39.7% |
| 6M | +65.7% | +5.4% | +60.3% | +65.0% |
| YTD | +131.1% | +0.2% | +130.9% | +130.0% |
| 1Y | +143.6% | +20.4% | +123.2% | +132.6% |
| All | +195.5% | -29.8% | +225.3% | +172.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling