+878.1%
VLO vs ELF
+357.0%
+521.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +5.2% | +5.4% | -0.1% | +4.4% |
| 30D | +22.6% | +27.0% | -4.4% | +18.0% |
| 3M | +43.8% | +113.2% | -69.4% | +27.1% |
| 6M | +65.7% | +36.6% | +29.2% | +55.8% |
| YTD | +131.1% | +44.2% | +86.9% | +113.7% |
| 1Y | +143.6% | -18.0% | +161.6% | +142.4% |
| 3Y | +201.4% | -19.9% | +221.3% | +175.8% |
| 5Y | +568.9% | +257.7% | +311.2% | +302.9% |
| All | +878.1% | +357.0% | +521.1% | +373.4% |
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