+790.3%
VLO vs ELF
+332.6%
+457.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.7% |
| 7D | +9.6% | +1.6% | +8.1% | +9.3% |
| 30D | -17.4% | +9.1% | -26.5% | -18.6% |
| 3M | +10.8% | +28.2% | -17.4% | +6.2% |
| 6M | +56.9% | +119.5% | -62.6% | +37.2% |
| YTD | +136.8% | +55.2% | +81.6% | +115.6% |
| 1Y | +120.7% | +58.6% | +62.1% | +99.8% |
| 3Y | +231.9% | +21.3% | +210.6% | +178.7% |
| 5Y | +479.0% | +276.2% | +202.8% | +242.2% |
| All | +790.3% | +332.6% | +457.7% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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