+614.6%
VLO vs ELV
+14.8%
+599.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.8% |
| 7D | +6.2% | -2.2% | +8.4% | +6.6% |
| 30D | +23.5% | -0.2% | +23.7% | +23.5% |
| 3M | +53.9% | -6.1% | +60.0% | +55.2% |
| 6M | +81.7% | +42.8% | +38.8% | +70.2% |
| YTD | +142.5% | +14.4% | +128.1% | +135.1% |
| 1Y | +145.4% | +28.6% | +116.8% | +131.5% |
| 3Y | +197.3% | -7.4% | +204.7% | +195.5% |
| 5Y | +614.6% | +14.5% | +600.1% | +545.8% |
| All | +614.6% | +14.8% | +599.8% | +545.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling