+227.7%
VLO vs ELV
-1.4%
+229.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.8% | -0.5% | +7.2% | +6.8% |
| 30D | -17.9% | +1.1% | -18.9% | -17.9% |
| 3M | +13.5% | +8.2% | +5.4% | +12.9% |
| 6M | +53.0% | +10.2% | +42.8% | +51.9% |
| YTD | +133.7% | +24.4% | +109.3% | +130.1% |
| 1Y | +115.7% | +33.8% | +81.8% | +111.0% |
| All | +227.7% | -1.4% | +229.1% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling