+601.6%
VLO vs ELF
+239.6%
+362.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +3.5% |
| 7D | +5.8% | -1.2% | +6.9% | +5.8% |
| 30D | +28.3% | +5.9% | +22.4% | +27.9% |
| 3M | +48.7% | +99.5% | -50.8% | +42.8% |
| 6M | +71.9% | +26.5% | +45.4% | +69.4% |
| YTD | +138.7% | +37.2% | +101.5% | +133.1% |
| 1Y | +148.5% | -24.4% | +172.9% | +151.3% |
| 3Y | +192.7% | -23.3% | +216.0% | +179.4% |
| 5Y | +601.6% | +245.2% | +356.5% | +474.0% |
| All | +601.6% | +239.6% | +362.1% | +474.0% |
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