+825.3%
VLO vs ELF
+393.8%
+431.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -9.5% | +6.3% | -15.8% | -10.4% |
| 30D | -19.1% | +8.5% | -27.6% | -20.2% |
| 3M | +11.4% | +24.4% | -13.1% | +7.3% |
| 6M | +46.7% | +94.7% | -48.0% | +30.9% |
| YTD | +118.6% | +55.9% | +62.8% | +99.3% |
| 1Y | +99.9% | +48.4% | +51.5% | +83.4% |
| 3Y | +210.5% | +24.6% | +185.8% | +160.4% |
| 5Y | +432.7% | +285.0% | +147.7% | +217.4% |
| 10Y | +717.1% | +357.2% | +359.9% | +290.5% |
| All | +825.3% | +393.8% | +431.5% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling