+213.7%
VLO vs ELF
+19.0%
+194.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.7% | -7.1% | -1.6% |
| 7D | -13.3% | +4.0% | -17.3% | -13.5% |
| 30D | -18.3% | +10.6% | -28.9% | -18.7% |
| 3M | +14.3% | +25.8% | -11.5% | +12.9% |
| 6M | +47.6% | +89.1% | -41.4% | +42.2% |
| YTD | +116.0% | +52.7% | +63.2% | +109.9% |
| 1Y | +101.0% | +51.7% | +49.3% | +95.2% |
| All | +213.7% | +19.0% | +194.8% | +181.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling