+8,018.5%
VLO vs ELV
+2,594.5%
+5,424.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +9.6% | +1.0% | +8.7% | +9.2% |
| 30D | -17.4% | +0.4% | -17.8% | -17.7% |
| 3M | +10.8% | +8.4% | +2.4% | +6.8% |
| 6M | +56.9% | +8.4% | +48.5% | +50.3% |
| YTD | +136.8% | +24.4% | +112.4% | +111.6% |
| 1Y | +120.7% | +33.5% | +87.2% | +91.1% |
| 3Y | +231.9% | -2.1% | +234.0% | +211.5% |
| 5Y | +479.0% | +5.8% | +473.2% | +414.4% |
| 10Y | +792.2% | +268.9% | +523.3% | +361.4% |
| All | +8,018.5% | +2,594.5% | +5,424.0% | +2,517.3% |
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 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