+115.7%
VLO vs ELF
+45.6%
+70.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.3% | +2.8% |
| 7D | +6.8% | +3.4% | +3.4% | +7.0% |
| 30D | -17.9% | +5.0% | -22.8% | -17.5% |
| 3M | +13.5% | +22.6% | -9.0% | +15.1% |
| 6M | +53.0% | +104.0% | -50.9% | +59.0% |
| YTD | +133.7% | +49.3% | +84.4% | +139.3% |
| 1Y | +115.7% | +46.0% | +69.6% | +121.1% |
| All | +115.7% | +45.6% | +70.1% | +121.1% |
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 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