+926.2%
VLO vs ELF
+317.0%
+609.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.6% | +2.2% |
| 7D | +6.2% | -6.8% | +13.0% | +7.3% |
| 30D | +23.5% | +5.1% | +18.4% | +22.3% |
| 3M | +53.9% | +79.8% | -25.9% | +39.6% |
| 6M | +81.7% | +29.7% | +51.9% | +71.8% |
| YTD | +142.5% | +31.6% | +110.8% | +127.2% |
| 1Y | +145.4% | -27.9% | +173.4% | +149.1% |
| 3Y | +197.3% | -26.4% | +223.8% | +175.2% |
| 5Y | +614.6% | +235.6% | +379.0% | +332.7% |
| All | +926.2% | +317.0% | +609.2% | +403.2% |
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