+7,914.2%
VLO vs ELV
+2,595.8%
+5,318.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.8% | -0.5% | +7.2% | +6.9% |
| 30D | -17.9% | +1.1% | -18.9% | -18.4% |
| 3M | +13.5% | +8.2% | +5.4% | +9.5% |
| 6M | +53.0% | +10.2% | +42.8% | +45.6% |
| YTD | +133.7% | +24.4% | +109.3% | +108.8% |
| 1Y | +115.7% | +33.8% | +81.8% | +86.6% |
| 3Y | +231.9% | -1.4% | +233.3% | +210.6% |
| 5Y | +471.6% | +5.8% | +465.7% | +407.7% |
| 10Y | +780.7% | +269.1% | +511.6% | +355.4% |
| All | +7,914.2% | +2,595.8% | +5,318.4% | +2,483.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling