+432.2%
VLO vs EL
-65.0%
+497.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.6% |
| 7D | -6.5% | +8.0% | -14.5% | -7.4% |
| 30D | -17.8% | +15.4% | -33.2% | -19.2% |
| 3M | +19.6% | +28.5% | -8.9% | +15.4% |
| 6M | +49.3% | +32.2% | +17.0% | +42.8% |
| YTD | +122.4% | +9.2% | +113.2% | +117.4% |
| 1Y | +107.4% | +30.8% | +76.7% | +95.4% |
| 3Y | +223.1% | +3.7% | +219.4% | +200.9% |
| 5Y | +432.2% | -64.8% | +497.0% | +492.9% |
| All | +432.2% | -65.0% | +497.2% | +492.9% |
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