+560.5%
VLO vs EL
-67.1%
+627.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.4% |
| 7D | +5.2% | +0.8% | +4.4% | +5.1% |
| 30D | +22.6% | +19.8% | +2.8% | +19.4% |
| 3M | +43.8% | +25.7% | +18.1% | +38.9% |
| 6M | +65.7% | +5.4% | +60.3% | +63.8% |
| YTD | +131.1% | +0.2% | +130.9% | +128.6% |
| 1Y | +143.6% | +20.4% | +123.2% | +131.5% |
| 3Y | +201.4% | -32.1% | +233.5% | +200.0% |
| All | +560.5% | -67.1% | +627.6% | +662.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling