+911.8%
VLO vs ELV
+278.2%
+633.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.4% | -6.3% | -2.9% |
| 7D | +4.0% | +0.9% | +3.1% | +3.5% |
| 30D | +19.0% | +7.2% | +11.8% | +15.7% |
| 3M | +50.0% | +3.4% | +46.6% | +47.2% |
| 6M | +79.1% | +48.6% | +30.5% | +51.8% |
| YTD | +140.3% | +20.6% | +119.7% | +118.4% |
| 1Y | +148.3% | +38.5% | +109.8% | +111.1% |
| 3Y | +194.6% | -2.4% | +197.0% | +178.4% |
| 5Y | +609.6% | +25.3% | +584.2% | +465.1% |
| All | +911.8% | +278.2% | +633.5% | +455.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling