+432.2%
VLO vs ELF
+284.3%
+148.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.8% |
| 7D | -6.5% | +7.8% | -14.3% | -6.8% |
| 30D | -17.8% | +9.3% | -27.0% | -18.1% |
| 3M | +19.6% | +21.2% | -1.6% | +18.4% |
| 6M | +49.3% | +96.1% | -46.8% | +43.6% |
| YTD | +122.4% | +57.0% | +65.4% | +115.9% |
| 1Y | +107.4% | +61.9% | +45.6% | +100.8% |
| 3Y | +223.1% | +20.0% | +203.0% | +202.8% |
| 5Y | +432.2% | +284.8% | +147.5% | +355.1% |
| All | +432.2% | +284.3% | +148.0% | +355.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling