+145.4%
VLO vs ELF
-27.0%
+172.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.6% | +1.4% |
| 7D | +6.2% | -6.8% | +13.0% | +5.9% |
| 30D | +23.5% | +5.1% | +18.4% | +23.8% |
| 3M | +53.9% | +79.8% | -25.9% | +58.1% |
| 6M | +81.7% | +29.7% | +51.9% | +86.4% |
| YTD | +142.5% | +31.6% | +110.8% | +148.6% |
| 1Y | +145.4% | -27.9% | +173.4% | +148.8% |
| All | +145.4% | -27.0% | +172.5% | +148.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling