+120.6%
VLO vs ELV
+42.6%
+78.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.7% | -5.8% |
| 7D | -6.0% | +4.8% | -10.7% | -6.0% |
| 30D | -12.9% | +10.1% | -22.9% | -12.9% |
| 3M | +18.3% | +15.4% | +3.0% | +18.0% |
| 6M | +46.4% | +17.7% | +28.7% | +46.8% |
| YTD | +127.7% | +25.7% | +102.1% | +130.4% |
| 1Y | +120.6% | +39.9% | +80.8% | +130.3% |
| All | +120.6% | +42.6% | +78.0% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling